+101.1%
AKAM vs XHB
+215.4%
-114.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.9% |
| 7D | +1.5% | -4.6% | +6.1% | +3.3% |
| 30D | -13.0% | -9.1% | -3.9% | -9.8% |
| 3M | -19.4% | -8.6% | -10.8% | -17.1% |
| 6M | +0.3% | -4.0% | +4.3% | +0.8% |
| YTD | +22.4% | -3.9% | +26.3% | +22.3% |
| 1Y | +34.8% | -16.5% | +51.3% | +42.6% |
| 3Y | +1.9% | +22.6% | -20.6% | -8.5% |
| 5Y | -4.6% | +33.9% | -38.5% | -19.0% |
| All | +101.1% | +215.4% | -114.2% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling