-2.3%
AKAM vs ELF
+230.6%
-232.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.1% | +8.9% | +5.1% |
| 7D | +5.4% | -6.8% | +12.2% | +5.8% |
| 30D | -5.9% | +5.1% | -10.9% | -6.2% |
| 3M | -19.6% | +79.8% | -99.4% | -22.7% |
| 6M | +8.5% | +29.7% | -21.3% | +6.5% |
| YTD | +26.9% | +31.6% | -4.7% | +23.8% |
| 1Y | +41.7% | -27.9% | +69.6% | +44.5% |
| 3Y | +5.8% | -26.4% | +32.2% | +0.5% |
| 5Y | -2.3% | +235.6% | -237.9% | -35.6% |
| All | -2.3% | +230.6% | -232.9% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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