-42.8%
AKAM vs EXPD
+2,371.6%
-2,414.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -2.3% | +9.0% | +8.0% |
| 7D | -10.4% | -7.2% | -3.2% | -6.7% |
| 30D | -20.6% | -3.3% | -17.3% | -19.2% |
| 3M | -29.9% | +3.4% | -33.3% | -31.2% |
| 6M | -31.9% | +22.7% | -54.6% | -39.2% |
| YTD | -4.8% | +24.5% | -29.3% | -17.6% |
| 1Y | +13.8% | +38.6% | -24.8% | -7.3% |
| 3Y | -23.4% | +71.5% | -94.9% | -46.1% |
| 5Y | -22.6% | +56.2% | -78.8% | -44.8% |
| 10Y | +26.3% | +310.5% | -284.2% | -51.0% |
| All | -42.8% | +2,371.6% | -2,414.4% | -93.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling