+101.1%
AKAM vs EWJ
+144.4%
-43.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -1.8% |
| 7D | +1.5% | +0.3% | +1.2% | +1.2% |
| 30D | -13.0% | +0.8% | -13.8% | -13.4% |
| 3M | -19.4% | +7.5% | -26.9% | -23.5% |
| 6M | +0.3% | +15.6% | -15.3% | -8.9% |
| YTD | +22.4% | +22.7% | -0.3% | +6.5% |
| 1Y | +34.8% | +26.4% | +8.4% | +14.8% |
| 3Y | +1.9% | +72.5% | -70.6% | -30.1% |
| 5Y | -4.6% | +52.4% | -57.0% | -29.8% |
| All | +101.1% | +144.4% | -43.3% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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