+38.9%
AKAM vs Z
+25.1%
+13.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.9% |
| 7D | -2.1% | -3.0% | +0.9% | -1.7% |
| 30D | -13.9% | -4.2% | -9.8% | -13.6% |
| 3M | -33.8% | -3.7% | -30.1% | -33.8% |
| 6M | +2.2% | -24.5% | +26.7% | +5.4% |
| YTD | +20.6% | -49.3% | +69.9% | +31.3% |
| 1Y | +36.3% | -58.7% | +95.0% | +52.6% |
| 3Y | -0.1% | -34.1% | +34.0% | +2.9% |
| 5Y | -7.5% | -64.5% | +57.0% | -1.8% |
| 10Y | +90.2% | -0.5% | +90.7% | +49.1% |
| All | +38.9% | +25.1% | +13.8% | -4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling