+216.5%
AKAM vs XRT
+514.3%
-297.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.8% |
| 7D | -2.1% | +0.8% | -2.9% | -2.6% |
| 30D | -13.9% | -4.2% | -9.8% | -11.7% |
| 3M | -33.8% | +5.1% | -38.9% | -36.4% |
| 6M | +2.2% | +2.4% | -0.2% | -0.3% |
| YTD | +20.6% | +3.2% | +17.4% | +16.7% |
| 1Y | +36.3% | +1.5% | +34.8% | +33.2% |
| 3Y | -0.1% | +40.6% | -40.7% | -22.2% |
| 5Y | -7.5% | -1.0% | -6.6% | -13.8% |
| 10Y | +90.2% | +128.4% | -38.3% | -18.2% |
| All | +216.5% | +514.3% | -297.9% | -46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling