+36.3%
AKAM vs BOXX
+4.0%
+32.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -0.9% |
| 7D | -2.1% | +0.1% | -2.2% | -1.7% |
| 30D | -13.9% | +0.4% | -14.3% | -11.7% |
| 3M | -33.8% | +1.0% | -34.8% | -29.9% |
| 6M | +2.2% | +2.0% | +0.2% | +11.4% |
| YTD | +20.6% | +2.6% | +18.0% | +41.0% |
| 1Y | +36.3% | +4.1% | +32.3% | +109.2% |
| All | +36.3% | +4.0% | +32.3% | +109.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 1y: compounded portfolio wealth divided by compounded BOXX 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…
1y analysis · Full analysis span regression · 6 months rolling