-27.5%
AKAM vs EXPD
+2,427.7%
-2,455.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.7% |
| 7D | -2.1% | -1.1% | -1.0% | -1.5% |
| 30D | -13.9% | +4.1% | -18.0% | -15.7% |
| 3M | -33.8% | +17.9% | -51.7% | -39.7% |
| 6M | +2.2% | +29.2% | -27.1% | -11.3% |
| YTD | +20.6% | +27.4% | -6.8% | +3.2% |
| 1Y | +36.3% | +56.8% | -20.5% | +3.0% |
| 3Y | -0.1% | +68.0% | -68.2% | -28.9% |
| 5Y | -7.5% | +61.9% | -69.4% | -35.5% |
| 10Y | +90.2% | +316.0% | -225.8% | -26.6% |
| All | -27.5% | +2,427.7% | -2,455.2% | -92.1% |
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