-42.3%
AKAM vs ES
+721.0%
-763.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.2% |
| 7D | -3.3% | +0.9% | -4.1% | -3.8% |
| 30D | -21.7% | +5.9% | -27.6% | -24.0% |
| 3M | -28.8% | -1.0% | -27.8% | -28.9% |
| 6M | -43.3% | +7.2% | -50.5% | -45.6% |
| YTD | -4.1% | +7.0% | -11.0% | -8.3% |
| 1Y | -3.9% | +0.5% | -4.4% | -6.1% |
| 3Y | -24.4% | +48.7% | -73.1% | -39.7% |
| 5Y | -23.8% | +1.9% | -25.7% | -28.9% |
| 10Y | +26.4% | +89.2% | -62.7% | -20.9% |
| All | -42.3% | +721.0% | -763.4% | -84.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling