+0.9%
AKAM vs W
+44.2%
-43.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.3% |
| 7D | -0.8% | +6.5% | -7.3% | -1.6% |
| 30D | -4.5% | -6.2% | +1.8% | -3.7% |
| 3M | -25.6% | +48.9% | -74.4% | -30.7% |
| 6M | +5.7% | +31.2% | -25.5% | -0.4% |
| YTD | +21.0% | -0.4% | +21.5% | +18.1% |
| 1Y | +33.9% | +14.8% | +19.1% | +26.6% |
| 3Y | +0.9% | +40.5% | -39.6% | -16.6% |
| All | +0.9% | +44.2% | -43.3% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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