+255.7%
AKAM vs ACWI
+356.8%
-101.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -2.1% | +0.5% | -2.6% | -2.6% |
| 30D | -13.9% | +0.9% | -14.8% | -14.7% |
| 3M | -33.8% | +2.4% | -36.2% | -35.2% |
| 6M | +2.2% | +12.4% | -10.2% | -8.9% |
| YTD | +20.6% | +15.2% | +5.4% | +4.5% |
| 1Y | +36.3% | +22.7% | +13.6% | +10.6% |
| 3Y | -0.1% | +75.8% | -75.9% | -43.6% |
| 5Y | -7.5% | +67.7% | -75.3% | -45.8% |
| 10Y | +90.2% | +229.0% | -138.8% | -48.4% |
| All | +255.7% | +356.8% | -101.1% | -24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling