+248.7%
AKAM vs XYL
+389.9%
-141.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | +2.8% | -3.7% | +6.5% | +4.1% |
| 30D | -6.9% | -8.3% | +1.5% | -5.0% |
| 3M | -31.8% | -21.4% | -10.4% | -26.2% |
| 6M | -47.0% | -12.9% | -34.1% | -45.1% |
| YTD | -2.1% | -30.1% | +27.9% | +9.6% |
| 1Y | -3.7% | -35.2% | +31.5% | +11.1% |
| 3Y | -23.0% | -0.8% | -22.3% | -25.3% |
| 5Y | -23.4% | -23.2% | -0.2% | -19.9% |
| 10Y | +30.5% | +101.2% | -70.8% | -15.3% |
| All | +248.7% | +389.9% | -141.2% | +52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling