+234.1%
AKAM vs COPX
+200.8%
+33.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.9% | +3.9% | +4.6% |
| 7D | +5.4% | +6.0% | -0.6% | +3.4% |
| 30D | -5.9% | +6.4% | -12.3% | -7.9% |
| 3M | -19.6% | +19.3% | -38.9% | -24.5% |
| 6M | +8.5% | +16.2% | -7.8% | +2.1% |
| YTD | +26.9% | +33.2% | -6.2% | +12.8% |
| 1Y | +41.7% | +90.2% | -48.5% | +11.3% |
| 3Y | +5.8% | +175.7% | -169.9% | -28.3% |
| 5Y | -2.3% | +193.1% | -195.4% | -37.3% |
| 10Y | +111.0% | +619.4% | -508.5% | -12.9% |
| All | +234.1% | +200.8% | +33.3% | +97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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