+1.9%
AKAM vs GWRE
+50.1%
-48.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | +1.5% | -13.2% | +14.7% | +3.2% |
| 30D | -13.0% | -18.6% | +5.6% | -11.3% |
| 3M | -19.4% | +18.9% | -38.3% | -23.3% |
| 6M | +0.3% | -11.0% | +11.3% | -0.6% |
| YTD | +22.4% | -29.9% | +52.3% | +26.6% |
| 1Y | +34.8% | -44.3% | +79.2% | +45.7% |
| 3Y | +1.9% | +51.7% | -49.7% | -10.0% |
| All | +1.9% | +50.1% | -48.1% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 3y: compounded portfolio wealth divided by compounded GWRE 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…
3y analysis · Full analysis span regression · 6 months rolling