+47.0%
AKAM vs W
+210.9%
-163.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | +2.8% | +0.2% | +2.6% | +2.7% |
| 30D | -6.9% | +6.8% | -13.7% | -7.7% |
| 3M | -31.8% | +10.7% | -42.5% | -32.8% |
| 6M | -47.0% | +86.3% | -133.3% | -51.4% |
| YTD | -2.1% | +11.5% | -13.6% | -5.6% |
| 1Y | -3.7% | +5.1% | -8.8% | -6.7% |
| 3Y | -23.0% | +171.0% | -194.0% | -36.4% |
| 5Y | -23.4% | -56.6% | +33.2% | -29.2% |
| 10Y | +30.5% | +213.4% | -182.9% | -13.3% |
| All | +47.0% | +210.9% | -163.9% | -6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling