-2.3%
AKAM vs W
-62.3%
+60.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.7% | +4.8% |
| 7D | +5.4% | +5.9% | -0.5% | +4.7% |
| 30D | -5.9% | -3.0% | -2.8% | -5.6% |
| 3M | -19.6% | +40.3% | -60.0% | -23.8% |
| 6M | +8.5% | +32.2% | -23.8% | +3.0% |
| YTD | +26.9% | -0.3% | +27.2% | +24.1% |
| 1Y | +41.7% | +16.2% | +25.5% | +35.0% |
| 3Y | +5.8% | +40.7% | -34.9% | -7.3% |
| 5Y | -2.3% | -62.3% | +60.0% | -7.8% |
| All | -2.3% | -62.3% | +60.0% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling