+101.1%
AKAM vs EXPE
+169.0%
-67.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.5% |
| 7D | +1.5% | -5.8% | +7.3% | +2.3% |
| 30D | -13.0% | -13.6% | +0.6% | -11.3% |
| 3M | -19.4% | +25.2% | -44.6% | -22.7% |
| 6M | +0.3% | +22.3% | -22.0% | -4.2% |
| YTD | +22.4% | -0.3% | +22.7% | +20.3% |
| 1Y | +34.8% | +27.8% | +7.0% | +26.5% |
| 3Y | +1.9% | +162.4% | -160.5% | -15.5% |
| 5Y | -4.6% | +95.8% | -100.4% | -20.4% |
| All | +101.1% | +169.0% | -67.8% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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