-27.5%
AKAM vs ED
+830.0%
-857.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.9% |
| 7D | -2.1% | -0.2% | -1.9% | -2.1% |
| 30D | -13.9% | -0.1% | -13.8% | -14.0% |
| 3M | -33.8% | +3.9% | -37.7% | -34.5% |
| 6M | +2.2% | -3.0% | +5.2% | +2.5% |
| YTD | +20.6% | +10.7% | +9.9% | +17.4% |
| 1Y | +36.3% | +13.3% | +23.0% | +31.9% |
| 3Y | -0.1% | +34.5% | -34.6% | -8.2% |
| 5Y | -7.5% | +67.1% | -74.7% | -19.6% |
| 10Y | +90.2% | +103.0% | -12.9% | +56.2% |
| All | -27.5% | +830.0% | -857.5% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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