-23.7%
AKAM vs ITW
+1,197.6%
-1,221.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.7% | +6.6% | +6.1% |
| 7D | +5.4% | -1.9% | +7.3% | +6.7% |
| 30D | -5.9% | -10.4% | +4.5% | +1.4% |
| 3M | -19.6% | +3.5% | -23.2% | -22.4% |
| 6M | +8.5% | -3.4% | +11.8% | +9.5% |
| YTD | +26.9% | +8.5% | +18.4% | +17.3% |
| 1Y | +41.7% | +3.2% | +38.5% | +35.3% |
| 3Y | +5.8% | +18.9% | -13.1% | -9.0% |
| 5Y | -2.3% | +35.0% | -37.3% | -25.3% |
| 10Y | +111.0% | +188.6% | -77.7% | -19.3% |
| All | -23.7% | +1,197.6% | -1,221.3% | -90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling