-27.5%
AKAM vs ECL
+2,160.0%
-2,187.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -2.1% | -2.6% | +0.5% | -0.6% |
| 30D | -13.9% | -2.2% | -11.8% | -13.2% |
| 3M | -33.8% | +10.1% | -43.9% | -38.1% |
| 6M | +2.2% | -5.7% | +7.9% | +3.9% |
| YTD | +20.6% | +7.0% | +13.6% | +13.5% |
| 1Y | +36.3% | +2.7% | +33.7% | +31.2% |
| 3Y | -0.1% | +57.7% | -57.8% | -26.5% |
| 5Y | -7.5% | +31.1% | -38.7% | -26.7% |
| 10Y | +90.2% | +150.9% | -60.7% | -12.4% |
| All | -27.5% | +2,160.0% | -2,187.5% | -90.2% |
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