+30.5%
AKAM vs XRT
+136.4%
-105.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.8% | -1.5% |
| 7D | +2.8% | +1.7% | +1.0% | +2.0% |
| 30D | -6.9% | +7.5% | -14.4% | -9.8% |
| 3M | -31.8% | +2.2% | -34.0% | -32.7% |
| 6M | -47.0% | +14.7% | -61.7% | -50.3% |
| YTD | -2.1% | +7.5% | -9.6% | -5.9% |
| 1Y | -3.7% | +14.1% | -17.8% | -9.8% |
| 3Y | -23.0% | +58.8% | -81.8% | -36.5% |
| 5Y | -23.4% | -3.9% | -19.5% | -26.0% |
| All | +30.5% | +136.4% | -105.9% | -12.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling