+19.4%
AKAM vs GWW
+55.5%
-36.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.5% | -7.2% | +0.3% |
| 7D | -12.4% | +11.1% | -23.5% | -11.0% |
| 30D | -20.4% | +15.7% | -36.2% | -18.6% |
| 3M | -30.3% | +14.8% | -45.1% | -28.9% |
| 6M | -18.8% | +30.9% | -49.7% | -14.5% |
| YTD | -1.5% | +48.5% | -50.0% | -0.1% |
| 1Y | +19.4% | +57.1% | -37.7% | +19.4% |
| All | +19.4% | +55.5% | -36.1% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling