+111.0%
AKAM vs ES
+83.1%
+27.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.5% | +6.3% | +5.2% |
| 7D | +5.4% | 0.0% | +5.4% | +5.4% |
| 30D | -5.9% | -1.0% | -4.8% | -5.7% |
| 3M | -19.6% | +1.5% | -21.1% | -20.2% |
| 6M | +8.5% | -3.5% | +11.9% | +8.9% |
| YTD | +26.9% | +7.0% | +20.0% | +23.9% |
| 1Y | +41.7% | +15.3% | +26.4% | +34.9% |
| 3Y | +5.8% | +30.2% | -24.4% | -3.9% |
| 5Y | -2.3% | -4.3% | +2.0% | -3.5% |
| 10Y | +111.0% | +87.5% | +23.5% | +92.7% |
| All | +111.0% | +83.1% | +27.8% | +92.7% |
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