+63.2%
EFA vs AKAM
+1.2%
+62.0%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.4% | -0.5% |
| 7D | -2.4% | +0.6% | -2.9% | -2.4% |
| 30D | -2.2% | -8.2% | +5.9% | -1.4% |
| 3M | +5.7% | -17.6% | +23.2% | +7.6% |
| 6M | +8.2% | +2.5% | +5.7% | +6.3% |
| YTD | +11.8% | +22.8% | -11.0% | +5.9% |
| 1Y | +18.3% | +39.6% | -21.3% | +9.3% |
| All | +63.2% | +1.2% | +62.0% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 3y: compounded portfolio wealth divided by compounded AKAM 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…
3y analysis · Full analysis span regression · 6 months rolling