-27.5%
AKAM vs EFX
+1,292.8%
-1,320.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.4% | +5.2% | +2.3% |
| 7D | -2.1% | -8.6% | +6.5% | +2.7% |
| 30D | -13.9% | +0.1% | -14.1% | -14.8% |
| 3M | -33.8% | +3.8% | -37.7% | -37.0% |
| 6M | +2.2% | -13.5% | +15.7% | +6.8% |
| YTD | +20.6% | -17.7% | +38.3% | +27.6% |
| 1Y | +36.3% | -25.6% | +61.9% | +51.8% |
| 3Y | -0.1% | -12.1% | +12.0% | -5.0% |
| 5Y | -7.5% | -33.8% | +26.3% | -1.3% |
| 10Y | +90.2% | +45.1% | +45.0% | +3.5% |
| All | -27.5% | +1,292.8% | -1,320.3% | -91.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling