+81.1%
AKAM vs W
+176.2%
-95.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -1.5% |
| 7D | -2.1% | -4.2% | +2.1% | -1.6% |
| 30D | -13.9% | -7.6% | -6.4% | -13.3% |
| 3M | -33.8% | +37.2% | -71.0% | -36.9% |
| 6M | +2.2% | +26.3% | -24.1% | -2.2% |
| YTD | +20.6% | -1.0% | +21.6% | +18.0% |
| 1Y | +36.3% | +20.1% | +16.2% | +29.6% |
| 3Y | -0.1% | +37.8% | -37.9% | -11.2% |
| 5Y | -7.5% | -63.7% | +56.1% | -12.8% |
| 10Y | +90.2% | +156.3% | -66.2% | +29.2% |
| All | +81.1% | +176.2% | -95.1% | +16.9% |
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