-4.3%
AKAM vs XYL
-15.8%
+11.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.8% |
| 3M | -17.6% | -0.2% | -17.4% | -18.2% |
| 6M | +2.5% | -12.5% | +15.0% | +6.4% |
| YTD | +22.8% | -20.9% | +43.7% | +32.0% |
| 1Y | +39.6% | -21.6% | +61.1% | +50.5% |
| 3Y | +2.3% | +16.1% | -13.8% | -4.1% |
| 5Y | -4.3% | -15.6% | +11.3% | -3.9% |
| All | -4.3% | -15.8% | +11.5% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling