+5.7%
AKAM vs EXPE
+149.5%
-143.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.6% | +5.0% |
| 7D | +5.4% | -11.5% | +16.9% | +7.6% |
| 30D | -5.9% | -13.1% | +7.2% | -3.9% |
| 3M | -19.6% | +18.1% | -37.8% | -23.1% |
| 6M | +8.5% | +13.3% | -4.8% | +3.5% |
| YTD | +26.9% | -3.2% | +30.2% | +25.8% |
| 1Y | +41.7% | +26.1% | +15.5% | +28.1% |
| All | +5.7% | +149.5% | -143.8% | -21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling