-4.5%
AKAM vs ELV
+24.6%
-29.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +5.5% | -9.1% | -4.6% |
| 7D | +1.5% | +2.8% | -1.3% | +0.9% |
| 30D | -13.0% | +4.9% | -17.9% | -13.9% |
| 3M | -19.4% | +4.9% | -24.3% | -20.3% |
| 6M | +0.3% | +45.1% | -44.8% | -6.7% |
| YTD | +22.4% | +20.7% | +1.7% | +16.9% |
| 1Y | +34.8% | +35.0% | -0.2% | +25.7% |
| 3Y | +1.9% | -2.4% | +4.4% | +0.3% |
| All | -4.5% | +24.6% | -29.0% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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