+62.9%
AKAM vs ELF
+391.6%
-328.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.9% | -5.3% | -1.6% |
| 7D | +2.8% | +1.6% | +1.2% | +2.6% |
| 30D | -6.9% | +9.1% | -16.0% | -7.5% |
| 3M | -31.8% | +28.2% | -60.0% | -33.1% |
| 6M | -47.0% | +119.5% | -166.5% | -50.2% |
| YTD | -2.1% | +55.2% | -57.3% | -6.2% |
| 1Y | -3.7% | +58.6% | -62.3% | -8.0% |
| 3Y | -23.0% | +21.3% | -44.3% | -29.0% |
| 5Y | -23.4% | +276.2% | -299.6% | -38.6% |
| 10Y | +30.5% | +337.0% | -306.5% | -3.7% |
| All | +62.9% | +391.6% | -328.7% | +20.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling