-7.2%
AKAM vs EXR
-10.8%
+3.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.9% |
| 7D | -2.1% | -2.6% | +0.5% | -1.5% |
| 30D | -13.9% | -7.2% | -6.8% | -12.4% |
| 3M | -33.8% | -3.5% | -30.3% | -33.5% |
| 6M | +2.2% | -5.3% | +7.5% | +2.9% |
| YTD | +20.6% | +9.4% | +11.2% | +16.0% |
| 1Y | +36.3% | +1.3% | +35.0% | +33.9% |
| 3Y | -0.1% | +22.4% | -22.5% | -8.9% |
| All | -7.2% | -10.8% | +3.5% | -9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling