+101.1%
AKAM vs EFX
+42.6%
+58.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | +1.5% | -4.5% | +6.0% | +2.8% |
| 30D | -13.0% | -6.1% | -6.9% | -11.7% |
| 3M | -19.4% | +6.2% | -25.6% | -22.1% |
| 6M | +0.3% | -11.2% | +11.5% | +2.3% |
| YTD | +22.4% | -21.4% | +43.8% | +28.8% |
| 1Y | +34.8% | -34.3% | +69.2% | +50.3% |
| 3Y | +1.9% | -12.5% | +14.5% | +0.9% |
| 5Y | -4.6% | -35.6% | +31.0% | +1.7% |
| All | +101.1% | +42.6% | +58.6% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling