+58.8%
AKAM vs ESTC
+31.2%
+27.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | -0.4% |
| 7D | -2.1% | -8.1% | +6.0% | -0.7% |
| 30D | -13.9% | +31.7% | -45.6% | -18.9% |
| 3M | -33.8% | +41.1% | -74.9% | -38.5% |
| 6M | +2.2% | +77.1% | -74.9% | -9.5% |
| YTD | +20.6% | +21.7% | -1.1% | +13.9% |
| 1Y | +36.3% | +8.4% | +27.9% | +30.8% |
| 3Y | -0.1% | +23.6% | -23.7% | -11.1% |
| 5Y | -7.5% | -46.5% | +38.9% | -9.1% |
| All | +58.8% | +31.2% | +27.7% | +12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling