+30.5%
AKAM vs EXR
+216.3%
-185.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | +2.8% | -0.4% | +3.2% | +2.9% |
| 30D | -6.9% | +18.2% | -25.1% | -10.7% |
| 3M | -31.8% | +7.3% | -39.2% | -33.1% |
| 6M | -47.0% | +13.8% | -60.8% | -49.0% |
| YTD | -2.1% | +25.9% | -28.1% | -8.8% |
| 1Y | -3.7% | +25.8% | -29.5% | -10.3% |
| 3Y | -23.0% | +53.7% | -76.8% | -33.0% |
| 5Y | -23.4% | -1.8% | -21.7% | -26.3% |
| All | +30.5% | +216.3% | -185.8% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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