+67.2%
AKAM vs ESTC
+23.7%
+43.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.1% | +6.9% | +5.2% |
| 7D | +5.4% | -3.3% | +8.7% | +5.9% |
| 30D | -5.9% | +13.4% | -19.3% | -8.7% |
| 3M | -19.6% | +41.3% | -61.0% | -25.4% |
| 6M | +8.5% | +62.6% | -54.1% | -2.5% |
| YTD | +26.9% | +14.8% | +12.2% | +21.1% |
| 1Y | +41.7% | -5.1% | +46.8% | +39.3% |
| 3Y | +5.8% | +11.2% | -5.4% | -3.9% |
| 5Y | -2.3% | -47.0% | +44.7% | -3.9% |
| All | +67.2% | +23.7% | +43.5% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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