+36.3%
AKAM vs CLX
-20.9%
+57.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.3% |
| 7D | -2.1% | -9.2% | +7.1% | -3.1% |
| 30D | -13.9% | -11.0% | -2.9% | -15.0% |
| 3M | -33.8% | +5.0% | -38.9% | -33.3% |
| 6M | +2.2% | -18.8% | +21.0% | +2.6% |
| YTD | +20.6% | -4.4% | +25.0% | +18.3% |
| 1Y | +36.3% | -21.9% | +58.2% | +40.0% |
| All | +36.3% | -20.9% | +57.2% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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