-22.3%
AKAM vs EL
-65.0%
+42.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.7% |
| 7D | +0.9% | +0.3% | +0.6% | +0.9% |
| 30D | -14.7% | +12.3% | -27.0% | -16.5% |
| 3M | -25.7% | +28.4% | -54.1% | -29.2% |
| 6M | -43.4% | +36.7% | -80.1% | -46.9% |
| YTD | -0.7% | +8.4% | -9.0% | -3.9% |
| 1Y | -4.3% | +25.4% | -29.8% | -10.5% |
| 3Y | -21.7% | +3.4% | -25.2% | -28.7% |
| All | -22.3% | -65.0% | +42.7% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 5y: compounded portfolio wealth divided by compounded EL 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…
5y analysis · Full analysis span regression · 6 months rolling