-21.3%
AKAM vs XYL
-23.3%
+2.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | +2.8% | -3.7% | +6.5% | +3.9% |
| 30D | -6.9% | -8.3% | +1.5% | -5.3% |
| 3M | -31.8% | -21.4% | -10.4% | -26.9% |
| 6M | -47.0% | -12.9% | -34.1% | -45.4% |
| YTD | -2.1% | -30.1% | +27.9% | +8.6% |
| 1Y | -3.7% | -35.2% | +31.5% | +9.9% |
| 3Y | -23.0% | -0.8% | -22.3% | -24.9% |
| All | -21.3% | -23.3% | +2.0% | -16.2% |
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 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