-42.3%
AKAM vs ECL
+2,383.0%
-2,425.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.4% |
| 7D | -3.3% | +0.4% | -3.7% | -3.6% |
| 30D | -21.7% | +8.6% | -30.3% | -25.5% |
| 3M | -28.8% | +7.9% | -36.7% | -32.3% |
| 6M | -43.3% | +21.0% | -64.4% | -50.1% |
| YTD | -4.1% | +17.5% | -21.6% | -14.7% |
| 1Y | -3.9% | +19.7% | -23.6% | -15.6% |
| 3Y | -24.4% | +77.4% | -101.9% | -48.1% |
| 5Y | -23.8% | +38.7% | -62.5% | -41.5% |
| 10Y | +26.4% | +193.5% | -167.1% | -47.4% |
| All | -42.3% | +2,383.0% | -2,425.4% | -92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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