-23.4%
AKAM vs EW
-12.6%
-10.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +4.9% | +4.4% |
| 7D | -3.3% | +9.3% | -12.5% | -4.9% |
| 30D | -21.7% | +22.1% | -43.8% | -24.7% |
| 3M | -28.8% | +13.0% | -41.9% | -30.6% |
| 6M | -43.3% | +30.1% | -73.4% | -46.2% |
| YTD | -4.1% | +22.0% | -26.1% | -8.2% |
| 1Y | -3.9% | +23.7% | -27.6% | -8.4% |
| 3Y | -24.4% | +62.0% | -86.4% | -35.1% |
| All | -23.4% | -12.6% | -10.8% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling