+3,149.5%
AKAM vs ELV
+2,409.5%
+740.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.7% | +0.9% |
| 7D | -0.8% | -0.3% | -0.5% | -0.7% |
| 30D | -4.5% | +2.0% | -6.4% | -5.2% |
| 3M | -25.6% | -3.5% | -22.1% | -25.0% |
| 6M | +5.7% | +40.2% | -34.5% | -7.0% |
| YTD | +21.0% | +15.8% | +5.2% | +12.8% |
| 1Y | +33.9% | +33.2% | +0.7% | +18.0% |
| 3Y | +0.9% | -6.2% | +7.1% | -2.1% |
| 5Y | -6.9% | +16.4% | -23.3% | -19.1% |
| 10Y | +97.4% | +259.8% | -162.4% | -4.9% |
| All | +3,149.5% | +2,409.5% | +740.0% | +495.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling