-49.6%
AKAM vs EW
+6,974.1%
-7,023.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -2.1% | -0.3% | -1.7% | -2.0% |
| 30D | -13.9% | +1.0% | -15.0% | -14.3% |
| 3M | -33.8% | +2.8% | -36.6% | -34.5% |
| 6M | +2.2% | +5.5% | -3.3% | -0.2% |
| YTD | +20.6% | +5.5% | +15.1% | +17.4% |
| 1Y | +36.3% | +11.0% | +25.3% | +30.2% |
| 3Y | -0.1% | +17.7% | -17.8% | -10.5% |
| 5Y | -7.5% | -25.7% | +18.2% | -6.0% |
| 10Y | +90.2% | +132.8% | -42.6% | +22.6% |
| All | -49.6% | +6,974.1% | -7,023.7% | -92.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling