+1.9%
AKAM vs EQX
+168.9%
-167.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -2.0% | -0.4% |
| 7D | +1.5% | -3.2% | +4.7% | +1.7% |
| 30D | -13.0% | +7.8% | -20.8% | -13.4% |
| 3M | -19.4% | +21.3% | -40.7% | -20.5% |
| 6M | +0.3% | -22.4% | +22.7% | +0.8% |
| YTD | +22.4% | -11.3% | +33.7% | +21.5% |
| 1Y | +34.8% | +13.5% | +21.3% | +31.1% |
| 3Y | +1.9% | +162.1% | -160.2% | -7.0% |
| All | +1.9% | +168.9% | -167.0% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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