+1,047.2%
EMR vs AKAM
-22.4%
+1,069.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.4% | +0.2% |
| 7D | +2.8% | +2.8% | +0.1% | +2.4% |
| 30D | +3.7% | -6.9% | +10.5% | +4.4% |
| 3M | +2.0% | -31.8% | +33.9% | +6.6% |
| 6M | +22.1% | -47.0% | +69.1% | +31.2% |
| YTD | +27.2% | -2.1% | +29.4% | +24.7% |
| 1Y | +32.0% | -3.7% | +35.7% | +29.6% |
| 3Y | +103.3% | -23.0% | +126.3% | +103.1% |
| 5Y | +88.2% | -23.4% | +111.6% | +87.3% |
| 10Y | +280.4% | +30.5% | +250.0% | +248.8% |
| All | +1,047.2% | -22.4% | +1,069.6% | +630.0% |
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