+32.3%
AKAM vs EW
+249.9%
-217.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +11.2% | +4.9% | +6.3% | +9.8% |
| 30D | -13.4% | +24.1% | -37.5% | -18.2% |
| 3M | -29.5% | +13.7% | -43.2% | -32.0% |
| 6M | -42.1% | +32.7% | -74.8% | -46.4% |
| YTD | -0.8% | +24.1% | -24.9% | -7.1% |
| 1Y | -3.9% | +23.6% | -27.6% | -10.0% |
| 3Y | -21.9% | +64.8% | -86.6% | -35.6% |
| 5Y | -22.4% | -8.8% | -13.6% | -24.7% |
| All | +32.3% | +249.9% | -217.6% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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