-2.1%
AKAM vs QS
-43.2%
+41.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | +0.3% |
| 7D | -0.8% | +2.2% | -3.0% | -0.9% |
| 30D | -4.5% | -8.1% | +3.6% | -4.1% |
| 3M | -25.6% | -27.0% | +1.5% | -24.7% |
| 6M | +5.7% | -16.4% | +22.2% | +6.3% |
| YTD | +21.0% | -46.4% | +67.4% | +23.5% |
| 1Y | +33.9% | -41.1% | +75.0% | +35.5% |
| 3Y | +0.9% | -18.6% | +19.5% | -1.5% |
| 5Y | -6.9% | -73.0% | +66.2% | -8.7% |
| All | -2.1% | -43.2% | +41.2% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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