+190.4%
ETN vs AKAM
-5.1%
+195.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.0% |
| 7D | +3.5% | +1.5% | +2.0% | +3.1% |
| 30D | -7.5% | -13.0% | +5.5% | -4.6% |
| 3M | +8.3% | -19.4% | +27.7% | +13.0% |
| 6M | +20.2% | +0.3% | +19.9% | +17.6% |
| YTD | +34.7% | +22.4% | +12.3% | +22.9% |
| 1Y | +19.4% | +34.8% | -15.4% | +5.3% |
| 3Y | +85.5% | +1.9% | +83.6% | +71.1% |
| All | +190.4% | -5.1% | +195.6% | +169.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling