-2.3%
AKAM vs Z
-65.8%
+63.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.5% | +5.0% |
| 7D | +5.4% | -7.1% | +12.4% | +6.5% |
| 30D | -5.9% | -4.8% | -1.1% | -5.4% |
| 3M | -19.6% | -9.3% | -10.3% | -18.9% |
| 6M | +8.5% | -29.0% | +37.4% | +13.2% |
| YTD | +26.9% | -52.9% | +79.8% | +41.2% |
| 1Y | +41.7% | -63.1% | +104.8% | +63.8% |
| 3Y | +5.8% | -36.9% | +42.7% | +11.0% |
| 5Y | -2.3% | -65.5% | +63.2% | -6.2% |
| All | -2.3% | -65.8% | +63.4% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling