-27.3%
AKAM vs EWJ
+157.4%
-184.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.7% |
| 7D | -0.8% | +2.9% | -3.7% | -3.3% |
| 30D | -4.5% | +1.1% | -5.6% | -5.3% |
| 3M | -25.6% | +7.1% | -32.7% | -30.4% |
| 6M | +5.7% | +16.2% | -10.5% | -8.0% |
| YTD | +21.0% | +22.0% | -0.9% | +0.3% |
| 1Y | +33.9% | +26.2% | +7.7% | +7.3% |
| 3Y | +0.9% | +73.5% | -72.6% | -40.8% |
| 5Y | -6.9% | +52.7% | -59.6% | -39.4% |
| 10Y | +97.4% | +138.5% | -41.1% | -19.3% |
| All | -27.3% | +157.4% | -184.7% | -71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling