+598.5%
AKAM vs EFV
+256.4%
+342.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.9% |
| 7D | -0.8% | +1.0% | -1.8% | -1.6% |
| 30D | -4.5% | +0.2% | -4.6% | -4.6% |
| 3M | -25.6% | +9.6% | -35.2% | -31.1% |
| 6M | +5.7% | +14.0% | -8.3% | -5.3% |
| YTD | +21.0% | +18.5% | +2.6% | +4.6% |
| 1Y | +33.9% | +27.9% | +6.0% | +8.6% |
| 3Y | +0.9% | +92.4% | -91.6% | -41.9% |
| 5Y | -6.9% | +97.2% | -104.0% | -48.2% |
| 10Y | +97.4% | +163.0% | -65.6% | -19.2% |
| All | +598.5% | +256.4% | +342.1% | +145.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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