-22.0%
AKAM vs EMB
+30.1%
-52.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +1.2% |
| 7D | +11.2% | -0.7% | +11.9% | +12.3% |
| 30D | -13.4% | +0.5% | -13.9% | -14.1% |
| 3M | -29.5% | -2.5% | -27.0% | -26.5% |
| 6M | -42.1% | -2.0% | -40.1% | -40.0% |
| YTD | -0.8% | -0.9% | +0.1% | +1.0% |
| 1Y | -3.9% | -0.3% | -3.6% | -3.0% |
| All | -22.0% | +30.1% | -52.1% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 3y: compounded portfolio wealth divided by compounded EMB 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…
3y analysis · Full analysis span regression · 6 months rolling