-40.4%
AKAM vs EL
+535.8%
-576.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.4% |
| 7D | +11.2% | +2.7% | +8.5% | +10.2% |
| 30D | -13.4% | +10.8% | -24.2% | -16.5% |
| 3M | -29.5% | +26.5% | -56.0% | -35.7% |
| 6M | -42.1% | +31.1% | -73.3% | -48.5% |
| YTD | -0.8% | +6.6% | -7.4% | -7.3% |
| 1Y | -3.9% | +21.8% | -25.7% | -14.9% |
| 3Y | -21.9% | +1.8% | -23.6% | -31.9% |
| 5Y | -22.4% | -65.6% | +43.2% | -0.2% |
| 10Y | +32.3% | +60.3% | -28.1% | -21.4% |
| All | -40.4% | +535.8% | -576.1% | -83.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling