+30.5%
AKAM vs Z
-16.5%
+47.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.5% | -4.8% | -1.8% |
| 7D | +2.8% | +0.8% | +1.9% | +2.6% |
| 30D | -6.9% | +5.2% | -12.1% | -7.8% |
| 3M | -31.8% | -17.0% | -14.8% | -30.6% |
| 6M | -47.0% | -22.7% | -24.3% | -45.6% |
| YTD | -2.1% | -56.3% | +54.2% | +7.7% |
| 1Y | -3.7% | -57.7% | +54.0% | +6.3% |
| 3Y | -23.0% | -16.5% | -6.5% | -23.2% |
| 5Y | -23.4% | -53.4% | +30.0% | -20.9% |
| All | +30.5% | -16.5% | +47.0% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling