-6.9%
AKAM vs ES
-2.9%
-4.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | -0.8% | +1.4% | -2.2% | -1.1% |
| 30D | -4.5% | -1.2% | -3.3% | -4.3% |
| 3M | -25.6% | +5.0% | -30.6% | -26.7% |
| 6M | +5.7% | -2.8% | +8.5% | +6.1% |
| YTD | +21.0% | +8.6% | +12.5% | +17.9% |
| 1Y | +33.9% | +18.9% | +15.0% | +26.8% |
| 3Y | +0.9% | +32.1% | -31.3% | -7.9% |
| 5Y | -6.9% | -5.1% | -1.8% | -6.8% |
| All | -6.9% | -2.9% | -4.0% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling