+20.7%
AKAM vs EXPD
+334.2%
-313.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.7% | -6.1% | -4.5% |
| 7D | -7.4% | -5.5% | -1.9% | -5.2% |
| 30D | -24.9% | -1.9% | -23.0% | -24.4% |
| 3M | -27.4% | +6.1% | -33.5% | -29.1% |
| 6M | -45.6% | +21.6% | -67.3% | -50.0% |
| YTD | -8.0% | +27.9% | -35.9% | -18.4% |
| 1Y | -4.1% | +39.4% | -43.5% | -18.2% |
| 3Y | -26.9% | +72.7% | -99.5% | -44.3% |
| 5Y | -26.6% | +60.3% | -86.9% | -43.5% |
| 10Y | +20.7% | +332.6% | -311.9% | -40.4% |
| All | +20.7% | +334.2% | -313.5% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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