+2.3%
AKAM vs GWW
+88.4%
-86.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.1% |
| 7D | +0.6% | -3.1% | +3.7% | +1.5% |
| 30D | -8.2% | -2.3% | -5.8% | -7.6% |
| 3M | -17.6% | -3.3% | -14.3% | -17.2% |
| 6M | +2.5% | +15.4% | -12.9% | -3.1% |
| YTD | +22.8% | +26.7% | -4.0% | +9.7% |
| 1Y | +39.6% | +29.0% | +10.6% | +23.5% |
| All | +2.3% | +88.4% | -86.1% | -16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling