+789.9%
WMT vs AKAM
+0.7%
+789.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.9% | -5.1% | -0.5% |
| 7D | -0.2% | +5.4% | -5.6% | -0.6% |
| 30D | -5.8% | -5.9% | 0.0% | -5.5% |
| 3M | -10.8% | -19.6% | +8.9% | -9.6% |
| 6M | -14.3% | +8.5% | -22.8% | -15.6% |
| YTD | -4.4% | +26.9% | -31.3% | -7.0% |
| 1Y | +4.3% | +41.7% | -37.4% | +0.6% |
| 3Y | +100.1% | +5.8% | +94.3% | +95.5% |
| 5Y | +130.8% | -2.3% | +133.1% | +125.9% |
| 10Y | +433.7% | +111.0% | +322.8% | +393.2% |
| All | +789.9% | +0.7% | +789.2% | +544.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AKAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling