+280.4%
EMR vs AKAM
+29.8%
+250.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.4% | +0.3% |
| 7D | +2.8% | +2.8% | +0.1% | +2.1% |
| 30D | +3.7% | -6.9% | +10.5% | +4.9% |
| 3M | +2.0% | -31.8% | +33.9% | +9.9% |
| 6M | +22.1% | -47.0% | +69.1% | +38.2% |
| YTD | +27.2% | -2.1% | +29.4% | +20.7% |
| 1Y | +32.0% | -3.7% | +35.7% | +25.7% |
| 3Y | +103.3% | -23.0% | +126.3% | +99.2% |
| 5Y | +88.2% | -23.4% | +111.6% | +81.8% |
| All | +280.4% | +29.8% | +250.5% | +209.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling