+19.4%
AKAM vs XYL
-30.7%
+50.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.0% | -5.7% | -1.2% |
| 7D | -12.4% | +14.5% | -26.9% | -14.0% |
| 30D | -20.4% | -1.3% | -19.1% | -20.4% |
| 3M | -30.3% | -17.0% | -13.4% | -28.2% |
| 6M | -18.8% | -11.3% | -7.4% | -17.7% |
| YTD | -1.5% | -25.0% | +23.5% | +5.4% |
| 1Y | +19.4% | -31.5% | +50.9% | +42.0% |
| All | +19.4% | -30.7% | +50.1% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 1y: compounded portfolio wealth divided by compounded XYL 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…
1y analysis · Full analysis span regression · 6 months rolling