-6.9%
AKAM vs ESTC
-47.2%
+40.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.7% | +4.1% | +1.0% |
| 7D | -0.8% | -4.3% | +3.5% | -0.1% |
| 30D | -4.5% | +17.7% | -22.2% | -7.8% |
| 3M | -25.6% | +42.3% | -67.9% | -30.7% |
| 6M | +5.7% | +64.6% | -58.8% | -4.6% |
| YTD | +21.0% | +17.2% | +3.8% | +15.4% |
| 1Y | +33.9% | -4.2% | +38.1% | +31.5% |
| 3Y | +0.9% | +13.5% | -12.6% | -7.9% |
| 5Y | -6.9% | -45.5% | +38.7% | -11.4% |
| All | -6.9% | -47.2% | +40.4% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling