+2.3%
AKAM vs QID
-73.3%
+75.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.3% | -5.6% | -2.4% |
| 7D | +0.6% | +2.7% | -2.2% | +1.7% |
| 30D | -8.2% | +3.3% | -11.5% | -6.7% |
| 3M | -17.6% | -5.5% | -12.0% | -18.1% |
| 6M | +2.5% | -28.4% | +30.9% | -5.7% |
| YTD | +22.8% | -26.6% | +49.3% | +14.4% |
| 1Y | +39.6% | -34.1% | +73.7% | +25.8% |
| All | +2.3% | -73.3% | +75.5% | -25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling