-4.5%
AKAM vs EOSE
-70.0%
+65.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.3% |
| 7D | +1.5% | +1.8% | -0.3% | +1.3% |
| 30D | -13.0% | -6.8% | -6.2% | -12.9% |
| 3M | -19.4% | -36.3% | +16.9% | -18.0% |
| 6M | +0.3% | -38.8% | +39.1% | +1.9% |
| YTD | +22.4% | -65.5% | +87.9% | +26.4% |
| 1Y | +34.8% | -45.3% | +80.1% | +36.4% |
| 3Y | +1.9% | +44.2% | -42.2% | -3.0% |
| All | -4.5% | -70.0% | +65.5% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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