-41.2%
AKAM vs ECL
+2,409.3%
-2,450.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -2.2% |
| 7D | +2.8% | +2.9% | -0.1% | +1.1% |
| 30D | -6.9% | +7.5% | -14.4% | -10.8% |
| 3M | -31.8% | +12.2% | -44.1% | -36.6% |
| 6M | -47.0% | +24.6% | -71.6% | -54.0% |
| YTD | -2.1% | +18.8% | -20.9% | -13.5% |
| 1Y | -3.7% | +19.3% | -23.0% | -15.3% |
| 3Y | -23.0% | +78.2% | -101.3% | -47.3% |
| 5Y | -23.4% | +38.8% | -62.2% | -41.2% |
| 10Y | +30.5% | +197.8% | -167.4% | -46.2% |
| All | -41.2% | +2,409.3% | -2,450.5% | -92.5% |
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