+30.5%
AKAM vs ACWI
+224.5%
-194.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.1% | -1.1% |
| 7D | +2.8% | +2.4% | +0.3% | +0.5% |
| 30D | -6.9% | -1.7% | -5.2% | -5.3% |
| 3M | -31.8% | -3.9% | -27.9% | -29.0% |
| 6M | -47.0% | +0.8% | -47.8% | -46.9% |
| YTD | -2.1% | +11.0% | -13.2% | -9.7% |
| 1Y | -3.7% | +13.1% | -16.8% | -12.6% |
| 3Y | -23.0% | +73.9% | -96.9% | -50.4% |
| 5Y | -23.4% | +59.0% | -82.5% | -47.5% |
| All | +30.5% | +224.5% | -194.0% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling