+34.8%
AKAM vs CLX
-25.9%
+60.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.5% |
| 7D | +1.5% | -5.7% | +7.2% | +0.8% |
| 30D | -13.0% | -17.0% | +4.0% | -14.9% |
| 3M | -19.4% | -9.7% | -9.7% | -20.0% |
| 6M | +0.3% | -19.8% | +20.1% | -0.3% |
| YTD | +22.4% | -9.8% | +32.2% | +19.7% |
| 1Y | +34.8% | -26.2% | +61.0% | +32.9% |
| All | +34.8% | -25.9% | +60.7% | +32.9% |
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