+101.1%
AKAM vs ETR
+296.9%
-195.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +1.5% | -1.8% | +3.3% | +1.9% |
| 30D | -13.0% | -1.8% | -11.3% | -12.7% |
| 3M | -19.4% | -3.6% | -15.8% | -18.8% |
| 6M | +0.3% | +2.6% | -2.3% | -0.7% |
| YTD | +22.4% | +16.0% | +6.4% | +17.9% |
| 1Y | +34.8% | +20.1% | +14.7% | +28.9% |
| 3Y | +1.9% | +143.6% | -141.6% | -17.2% |
| 5Y | -4.6% | +124.4% | -128.9% | -21.4% |
| All | +101.1% | +296.9% | -195.7% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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