-23.7%
AKAM vs WY
+160.4%
-184.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +5.1% |
| 7D | +5.4% | -1.7% | +7.1% | +6.2% |
| 30D | -5.9% | -9.9% | +4.0% | -1.5% |
| 3M | -19.6% | -7.5% | -12.1% | -17.6% |
| 6M | +8.5% | -5.1% | +13.6% | +9.4% |
| YTD | +26.9% | -2.1% | +29.0% | +25.6% |
| 1Y | +41.7% | -7.3% | +49.0% | +43.6% |
| 3Y | +5.8% | -22.6% | +28.4% | +14.3% |
| 5Y | -2.3% | -19.8% | +17.5% | +1.4% |
| 10Y | +111.0% | +9.6% | +101.4% | +59.0% |
| All | -23.7% | +160.4% | -184.1% | -70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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