+28.9%
AKAM vs ESTC
+25.9%
+3.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | +2.8% | +2.4% | +0.4% | +2.2% |
| 30D | -6.9% | -4.2% | -2.6% | -6.1% |
| 3M | -31.8% | +2.5% | -34.3% | -32.5% |
| 6M | -47.0% | +81.5% | -128.5% | -53.1% |
| YTD | -2.1% | +16.8% | -19.0% | -6.8% |
| 1Y | -3.7% | -3.5% | -0.2% | -5.4% |
| 3Y | -23.0% | +17.7% | -40.8% | -30.6% |
| 5Y | -23.4% | -51.7% | +28.3% | -22.9% |
| All | +28.9% | +25.9% | +3.0% | -8.0% |
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