+65.1%
AKAM vs ELF
+373.0%
-307.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.0% | +0.2% |
| 7D | +11.2% | +3.4% | +7.9% | +10.9% |
| 30D | -13.4% | +5.0% | -18.3% | -13.7% |
| 3M | -29.5% | +22.6% | -52.1% | -30.6% |
| 6M | -42.1% | +104.0% | -146.1% | -45.3% |
| YTD | -0.8% | +49.3% | -50.1% | -4.7% |
| 1Y | -3.9% | +46.0% | -50.0% | -7.6% |
| 3Y | -21.9% | +19.4% | -41.2% | -27.8% |
| 5Y | -22.4% | +262.0% | -284.4% | -37.6% |
| 10Y | +32.3% | +320.5% | -288.2% | -2.1% |
| All | +65.1% | +373.0% | -307.9% | +22.4% |
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