+490.6%
AKAM vs EXPE
+723.5%
-232.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.2% | -1.0% |
| 7D | +2.8% | -0.5% | +3.3% | +2.9% |
| 30D | -6.9% | -6.1% | -0.8% | -5.9% |
| 3M | -31.8% | -21.3% | -10.5% | -28.3% |
| 6M | -47.0% | +19.0% | -66.0% | -50.6% |
| YTD | -2.1% | -8.4% | +6.3% | -4.4% |
| 1Y | -3.7% | -2.8% | -0.9% | -7.8% |
| 3Y | -23.0% | +120.8% | -143.8% | -43.4% |
| 5Y | -23.4% | +46.2% | -69.6% | -40.2% |
| 10Y | +30.5% | +123.8% | -93.3% | -23.4% |
| All | +490.6% | +723.5% | -232.9% | +30.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling