+20.7%
AKAM vs ACWI
+226.8%
-206.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.6% | -6.0% | -5.7% |
| 7D | -7.4% | +0.3% | -7.7% | -7.6% |
| 30D | -24.9% | -2.8% | -22.1% | -22.8% |
| 3M | -27.4% | -3.2% | -24.2% | -24.8% |
| 6M | -45.6% | +1.3% | -46.9% | -45.7% |
| YTD | -8.0% | +11.2% | -19.2% | -15.2% |
| 1Y | -4.1% | +13.8% | -17.9% | -13.4% |
| 3Y | -26.9% | +76.2% | -103.1% | -53.4% |
| 5Y | -26.6% | +59.5% | -86.0% | -49.8% |
| 10Y | +20.7% | +222.2% | -201.5% | -57.9% |
| All | +20.7% | +226.8% | -206.2% | -57.9% |
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