+111.0%
AKAM vs EXR
+144.7%
-33.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.5% | +7.4% | +5.5% |
| 7D | +5.4% | -3.1% | +8.5% | +6.1% |
| 30D | -5.9% | -7.5% | +1.7% | -4.2% |
| 3M | -19.6% | -7.5% | -12.1% | -18.5% |
| 6M | +8.5% | -5.2% | +13.7% | +9.1% |
| YTD | +26.9% | +6.5% | +20.4% | +23.4% |
| 1Y | +41.7% | -2.0% | +43.7% | +40.6% |
| 3Y | +5.8% | +21.5% | -15.7% | -2.2% |
| 5Y | -2.3% | -11.5% | +9.2% | -3.5% |
| 10Y | +111.0% | +148.0% | -37.0% | +68.3% |
| All | +111.0% | +144.7% | -33.8% | +68.3% |
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