+580.5%
AKAM vs EXR
+3,075.0%
-2,494.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | +11.2% | -1.2% | +12.4% | +11.7% |
| 30D | -13.4% | +18.3% | -31.7% | -19.2% |
| 3M | -29.5% | +9.1% | -38.6% | -32.1% |
| 6M | -42.1% | +11.7% | -53.9% | -45.2% |
| YTD | -0.8% | +25.7% | -26.5% | -11.1% |
| 1Y | -3.9% | +24.9% | -28.8% | -13.7% |
| 3Y | -21.9% | +51.4% | -73.3% | -36.9% |
| 5Y | -22.4% | -1.9% | -20.4% | -27.4% |
| 10Y | +32.3% | +214.0% | -181.7% | -30.6% |
| All | +580.5% | +3,075.0% | -2,494.5% | +17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling