+27.9%
AKAM vs BOXX
+18.5%
+9.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.2% |
| 7D | +1.5% | +0.1% | +1.4% | +1.6% |
| 30D | -13.0% | +0.3% | -13.3% | -12.3% |
| 3M | -19.4% | +1.0% | -20.4% | -17.2% |
| 6M | +0.3% | +1.9% | -1.6% | +4.7% |
| YTD | +22.4% | +2.7% | +19.7% | +29.7% |
| 1Y | +34.8% | +4.0% | +30.8% | +46.5% |
| 3Y | +1.9% | +14.7% | -12.7% | +40.0% |
| All | +27.9% | +18.5% | +9.4% | +105.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling