-27.5%
AKAM vs ES
+728.1%
-755.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.9% |
| 7D | -2.1% | +0.3% | -2.4% | -2.2% |
| 30D | -13.9% | -2.0% | -12.0% | -13.3% |
| 3M | -33.8% | +1.7% | -35.5% | -34.6% |
| 6M | +2.2% | -3.5% | +5.7% | +2.8% |
| YTD | +20.6% | +7.9% | +12.7% | +15.4% |
| 1Y | +36.3% | +17.2% | +19.2% | +24.8% |
| 3Y | -0.1% | +29.3% | -29.4% | -15.0% |
| 5Y | -7.5% | -5.7% | -1.8% | -10.2% |
| 10Y | +90.2% | +85.2% | +5.0% | +20.8% |
| All | -27.5% | +728.1% | -755.7% | -80.7% |
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 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