-41.2%
AKAM vs ED
+948.8%
-990.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.6% |
| 7D | +2.8% | +2.1% | +0.7% | +2.4% |
| 30D | -6.9% | +10.4% | -17.3% | -8.9% |
| 3M | -31.8% | +12.5% | -44.4% | -33.7% |
| 6M | -47.0% | +14.9% | -61.9% | -48.8% |
| YTD | -2.1% | +24.8% | -26.9% | -7.3% |
| 1Y | -3.7% | +23.8% | -27.5% | -8.6% |
| 3Y | -23.0% | +51.6% | -74.7% | -31.1% |
| 5Y | -23.4% | +86.4% | -109.8% | -34.9% |
| 10Y | +30.5% | +145.4% | -115.0% | +2.8% |
| All | -41.2% | +948.8% | -990.0% | -54.3% |
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