+101.8%
AKAM vs EXEL
+386.3%
-284.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.7% | -3.1% |
| 7D | +0.6% | -2.9% | +3.5% | +1.0% |
| 30D | -8.2% | +11.9% | -20.1% | -9.7% |
| 3M | -17.6% | +9.2% | -26.8% | -18.8% |
| 6M | +2.5% | +39.1% | -36.6% | -2.2% |
| YTD | +22.8% | +31.0% | -8.2% | +18.0% |
| 1Y | +39.6% | +52.3% | -12.8% | +31.2% |
| 3Y | +2.3% | +159.7% | -157.4% | -12.4% |
| 5Y | -4.3% | +187.7% | -192.0% | -20.4% |
| All | +101.8% | +386.3% | -284.5% | +64.4% |
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