-23.0%
AKAM vs QID
-71.4%
+48.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -4.0% | -0.2% |
| 7D | +2.8% | -7.1% | +9.9% | -0.4% |
| 30D | -6.9% | +12.6% | -19.5% | -0.6% |
| 3M | -31.8% | +14.2% | -46.1% | -26.1% |
| 6M | -47.0% | +6.2% | -53.2% | -43.1% |
| YTD | -2.1% | -21.8% | +19.7% | -4.2% |
| 1Y | -3.7% | -23.1% | +19.4% | -6.2% |
| 3Y | -23.0% | -71.3% | +48.3% | -39.7% |
| All | -23.0% | -71.4% | +48.3% | -39.7% |
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