+387.6%
EFA vs AKAM
+2,251.4%
-1,863.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.9% | -6.0% | -1.9% |
| 7D | -0.5% | +5.4% | -5.9% | -1.3% |
| 30D | -1.3% | -5.9% | +4.5% | -0.5% |
| 3M | +5.2% | -19.6% | +24.8% | +8.4% |
| 6M | +9.4% | +8.5% | +0.9% | +5.8% |
| YTD | +12.7% | +26.9% | -14.2% | +5.6% |
| 1Y | +19.3% | +41.7% | -22.4% | +9.4% |
| 3Y | +66.3% | +5.8% | +60.5% | +57.6% |
| 5Y | +53.4% | -2.3% | +55.7% | +46.1% |
| 10Y | +144.4% | +111.0% | +33.5% | +100.1% |
| All | +387.6% | +2,251.4% | -1,863.8% | +151.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling