+11.8%
AKAM vs EOSE
-60.2%
+72.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.9% | +0.6% | -3.1% |
| 7D | +0.6% | +14.0% | -13.4% | -0.2% |
| 30D | -8.2% | -5.9% | -2.3% | -8.1% |
| 3M | -17.6% | -34.3% | +16.7% | -16.4% |
| 6M | +2.5% | -37.8% | +40.3% | +4.0% |
| YTD | +22.8% | -65.2% | +88.0% | +26.3% |
| 1Y | +39.6% | -41.9% | +81.5% | +40.8% |
| 3Y | +2.3% | +44.6% | -42.2% | -2.2% |
| 5Y | -4.3% | -69.2% | +64.9% | -9.6% |
| All | +11.8% | -60.2% | +72.0% | +7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling