+171.4%
AKAM vs ACWI
+341.2%
-169.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.6% | -6.0% | -6.1% |
| 7D | -7.4% | +0.3% | -7.7% | -7.7% |
| 30D | -24.9% | -2.8% | -22.1% | -22.5% |
| 3M | -27.4% | -3.2% | -24.2% | -24.4% |
| 6M | -45.6% | +1.3% | -46.9% | -45.8% |
| YTD | -8.0% | +11.2% | -19.2% | -16.9% |
| 1Y | -4.1% | +13.8% | -17.9% | -15.5% |
| 3Y | -26.9% | +76.2% | -103.1% | -58.6% |
| 5Y | -26.6% | +59.5% | -86.0% | -54.4% |
| 10Y | +20.7% | +222.2% | -201.5% | -66.4% |
| All | +171.4% | +341.2% | -169.8% | -39.8% |
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