+101.1%
AKAM vs EAT
+374.9%
-273.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | +1.5% | -7.7% | +9.2% | +2.1% |
| 30D | -13.0% | -13.6% | +0.6% | -12.1% |
| 3M | -19.4% | +33.9% | -53.2% | -21.3% |
| 6M | +0.3% | +47.2% | -46.9% | -3.3% |
| YTD | +22.4% | +48.1% | -25.7% | +17.8% |
| 1Y | +34.8% | +33.7% | +1.2% | +30.6% |
| 3Y | +1.9% | +595.8% | -593.8% | -12.9% |
| 5Y | -4.6% | +314.4% | -319.0% | -17.6% |
| All | +101.1% | +374.9% | -273.8% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling