-23.0%
AKAM vs XYL
-0.5%
-22.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | +2.8% | -3.7% | +6.5% | +3.8% |
| 30D | -6.9% | -8.3% | +1.5% | -5.3% |
| 3M | -31.8% | -21.4% | -10.4% | -26.5% |
| 6M | -47.0% | -12.9% | -34.1% | -45.5% |
| YTD | -2.1% | -30.1% | +27.9% | +10.1% |
| 1Y | -3.7% | -35.2% | +31.5% | +12.4% |
| 3Y | -23.0% | -0.8% | -22.3% | -23.3% |
| All | -23.0% | -0.5% | -22.6% | -23.3% |
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