+96.7%
AKAM vs EXPD
+314.2%
-217.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.6% |
| 7D | -2.1% | -1.1% | -1.0% | -1.6% |
| 30D | -13.9% | +4.1% | -18.0% | -15.3% |
| 3M | -33.8% | +17.9% | -51.7% | -38.2% |
| 6M | +2.2% | +29.2% | -27.1% | -8.0% |
| YTD | +20.6% | +27.4% | -6.8% | +7.2% |
| 1Y | +36.3% | +56.8% | -20.5% | +10.0% |
| 3Y | -0.1% | +68.0% | -68.2% | -23.1% |
| 5Y | -7.5% | +61.9% | -69.4% | -29.4% |
| All | +96.7% | +314.2% | -217.6% | -5.4% |
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