+180.9%
AKAM vs ACWI
+330.0%
-149.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | 0.0% | +6.8% | +6.8% |
| 7D | -10.4% | -2.4% | -8.0% | -7.9% |
| 30D | -20.6% | -5.2% | -15.4% | -15.6% |
| 3M | -29.9% | -4.8% | -25.1% | -25.7% |
| 6M | -31.9% | -1.3% | -30.6% | -30.0% |
| YTD | -4.8% | +8.4% | -13.2% | -11.5% |
| 1Y | +13.8% | +11.0% | +2.8% | +3.1% |
| 3Y | -23.4% | +70.6% | -93.9% | -55.0% |
| 5Y | -22.6% | +55.3% | -77.9% | -50.5% |
| 10Y | +26.3% | +223.2% | -196.9% | -65.0% |
| All | +180.9% | +330.0% | -149.1% | -35.9% |
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 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