+101.8%
AKAM vs XRT
+125.1%
-23.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -2.9% |
| 7D | +0.6% | -3.6% | +4.2% | +2.0% |
| 30D | -8.2% | -6.7% | -1.5% | -5.7% |
| 3M | -17.6% | -1.4% | -16.2% | -17.5% |
| 6M | +2.5% | +1.7% | +0.8% | +1.2% |
| YTD | +22.8% | -1.5% | +24.3% | +22.6% |
| 1Y | +39.6% | -2.5% | +42.1% | +39.9% |
| 3Y | +2.3% | +39.9% | -37.6% | -10.9% |
| 5Y | -4.3% | -2.6% | -1.7% | -7.4% |
| All | +101.8% | +125.1% | -23.3% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded XRT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling