+101.1%
AKAM vs XYL
+150.5%
-49.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +1.5% | +1.2% | +0.3% | +1.1% |
| 30D | -13.0% | -11.9% | -1.1% | -9.2% |
| 3M | -19.4% | -1.5% | -17.8% | -19.4% |
| 6M | +0.3% | -11.9% | +12.2% | +3.9% |
| YTD | +22.4% | -20.6% | +43.0% | +31.3% |
| 1Y | +34.8% | -23.5% | +58.3% | +46.5% |
| 3Y | +1.9% | +14.9% | -12.9% | -4.4% |
| 5Y | -4.6% | -15.3% | +10.7% | -3.0% |
| All | +101.1% | +150.5% | -49.3% | +34.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling