+237.8%
AKAM vs QID
-100.0%
+337.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.5% |
| 7D | -0.8% | -2.7% | +1.9% | -2.1% |
| 30D | -4.5% | +1.8% | -6.3% | -3.2% |
| 3M | -25.6% | -2.2% | -23.4% | -24.9% |
| 6M | +5.7% | -32.1% | +37.9% | -9.0% |
| YTD | +21.0% | -28.6% | +49.6% | +7.2% |
| 1Y | +33.9% | -36.3% | +70.2% | +12.9% |
| 3Y | +0.9% | -74.4% | +75.3% | -39.8% |
| 5Y | -6.9% | -80.8% | +73.9% | -43.5% |
| 10Y | +97.4% | -99.1% | +196.5% | -73.2% |
| All | +237.8% | -100.0% | +337.8% | -90.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling