+2.3%
AKAM vs XYL
+15.2%
-13.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -2.9% |
| 7D | +0.6% | -1.2% | +1.8% | +1.0% |
| 30D | -8.2% | -13.2% | +5.0% | -3.3% |
| 3M | -17.6% | -0.2% | -17.4% | -18.5% |
| 6M | +2.5% | -12.5% | +15.0% | +6.8% |
| YTD | +22.8% | -20.9% | +43.7% | +33.6% |
| 1Y | +39.6% | -21.6% | +61.1% | +52.4% |
| All | +2.3% | +15.2% | -13.0% | -5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling