+30.5%
AKAM vs EXEL
+320.7%
-290.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.2% |
| 7D | +2.8% | -0.8% | +3.6% | +2.9% |
| 30D | -6.9% | +13.1% | -20.0% | -8.6% |
| 3M | -31.8% | +36.3% | -68.2% | -35.1% |
| 6M | -47.0% | +34.5% | -81.5% | -49.5% |
| YTD | -2.1% | +57.4% | -59.5% | -8.9% |
| 1Y | -3.7% | +62.9% | -66.6% | -10.9% |
| 3Y | -23.0% | +229.5% | -252.6% | -37.4% |
| 5Y | -23.4% | +281.2% | -304.6% | -39.9% |
| All | +30.5% | +320.7% | -290.2% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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