+41.7%
AKAM vs ESTC
-6.1%
+47.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -8.8% |
| 3M | -19.6% | +41.3% | -61.0% | -26.0% |
| 6M | +8.5% | +62.6% | -54.1% | -3.9% |
| YTD | +26.9% | +14.8% | +12.2% | +20.9% |
| 1Y | +41.7% | -5.1% | +46.8% | +44.9% |
| All | +41.7% | -6.1% | +47.8% | +44.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling