-27.5%
AKAM vs CLX
+383.7%
-411.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.9% |
| 7D | -2.1% | -9.2% | +7.1% | -0.2% |
| 30D | -13.9% | -11.0% | -2.9% | -11.9% |
| 3M | -33.8% | +5.0% | -38.9% | -34.8% |
| 6M | +2.2% | -18.8% | +21.0% | +5.8% |
| YTD | +20.6% | -4.4% | +25.0% | +20.2% |
| 1Y | +36.3% | -21.9% | +58.2% | +41.8% |
| 3Y | -0.1% | -32.8% | +32.6% | +6.2% |
| 5Y | -7.5% | -34.6% | +27.0% | -2.8% |
| 10Y | +90.2% | -4.7% | +94.9% | +80.8% |
| All | -27.5% | +383.7% | -411.2% | -42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling