+101.1%
AKAM vs QID
-99.2%
+200.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.9% |
| 7D | +1.5% | +1.3% | +0.2% | +2.0% |
| 30D | -13.0% | +2.9% | -16.0% | -11.9% |
| 3M | -19.4% | -0.7% | -18.7% | -18.5% |
| 6M | +0.3% | -29.7% | +30.0% | -8.2% |
| YTD | +22.4% | -27.9% | +50.3% | +13.4% |
| 1Y | +34.8% | -34.6% | +69.4% | +21.5% |
| 3Y | +1.9% | -73.5% | +75.5% | -26.4% |
| 5Y | -4.6% | -81.0% | +76.4% | -30.6% |
| All | +101.1% | -99.2% | +200.3% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 10y: compounded portfolio wealth divided by compounded QID 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…
10y analysis · Full analysis span regression · 6 months rolling