-27.5%
AKAM vs ETR
+1,886.3%
-1,913.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -2.1% | +1.4% | -3.5% | -2.4% |
| 30D | -13.9% | +1.0% | -14.9% | -14.2% |
| 3M | -33.8% | -1.3% | -32.6% | -33.7% |
| 6M | +2.2% | +1.9% | +0.3% | +1.4% |
| YTD | +20.6% | +18.2% | +2.4% | +15.7% |
| 1Y | +36.3% | +24.7% | +11.6% | +29.2% |
| 3Y | -0.1% | +150.7% | -150.8% | -19.7% |
| 5Y | -7.5% | +127.0% | -134.6% | -24.5% |
| 10Y | +90.2% | +295.5% | -205.3% | +34.1% |
| All | -27.5% | +1,886.3% | -1,913.8% | +16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling