-4.5%
AKAM vs ITW
+36.9%
-41.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.9% |
| 7D | +1.5% | -0.7% | +2.2% | +1.8% |
| 30D | -13.0% | -8.3% | -4.7% | -9.2% |
| 3M | -19.4% | +6.0% | -25.4% | -22.7% |
| 6M | +0.3% | 0.0% | +0.3% | -0.8% |
| YTD | +22.4% | +10.2% | +12.2% | +13.7% |
| 1Y | +34.8% | +3.2% | +31.6% | +29.9% |
| 3Y | +1.9% | +21.0% | -19.0% | -10.2% |
| All | -4.5% | +36.9% | -41.3% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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