+101.1%
AKAM vs EW
+120.5%
-19.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.4% | +0.3% |
| 7D | +1.5% | -6.2% | +7.6% | +2.9% |
| 30D | -13.0% | -9.3% | -3.7% | -11.1% |
| 3M | -19.4% | -1.6% | -17.8% | -19.3% |
| 6M | +0.3% | -0.8% | +1.1% | 0.0% |
| YTD | +22.4% | -1.0% | +23.4% | +21.8% |
| 1Y | +34.8% | +8.2% | +26.7% | +31.1% |
| 3Y | +1.9% | +12.7% | -10.7% | -5.3% |
| 5Y | -4.6% | -30.2% | +25.6% | -1.3% |
| All | +101.1% | +120.5% | -19.3% | +58.1% |
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