+30.5%
AKAM vs ES
+98.2%
-67.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.2% | -1.5% |
| 7D | +2.8% | +2.7% | +0.1% | +2.1% |
| 30D | -6.9% | +7.6% | -14.5% | -8.8% |
| 3M | -31.8% | +0.5% | -32.3% | -32.1% |
| 6M | -47.0% | +7.6% | -54.6% | -48.3% |
| YTD | -2.1% | +10.2% | -12.3% | -5.4% |
| 1Y | -3.7% | +1.8% | -5.5% | -5.2% |
| 3Y | -23.0% | +55.4% | -78.4% | -33.6% |
| 5Y | -23.4% | +7.3% | -30.7% | -26.8% |
| All | +30.5% | +98.2% | -67.7% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling