-2.3%
AKAM vs EMB
+7.1%
-9.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.1% | +5.1% |
| 7D | +5.4% | 0.0% | +5.4% | +5.4% |
| 30D | -5.9% | -0.3% | -5.6% | -5.6% |
| 3M | -19.6% | -0.3% | -19.3% | -19.4% |
| 6M | +8.5% | +0.7% | +7.7% | +7.8% |
| YTD | +26.9% | +1.3% | +25.7% | +25.6% |
| 1Y | +41.7% | +4.7% | +37.0% | +36.1% |
| 3Y | +5.8% | +30.1% | -24.3% | -14.5% |
| 5Y | -2.3% | +6.9% | -9.2% | -14.1% |
| All | -2.3% | +7.1% | -9.5% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling