+590.1%
EWT vs AKAM
-2.0%
+592.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.6% |
| 7D | +1.6% | -0.8% | +2.4% | +1.8% |
| 30D | +8.2% | -4.5% | +12.7% | +8.9% |
| 3M | +11.1% | -25.6% | +36.6% | +15.9% |
| 6M | +60.4% | +5.7% | +54.7% | +56.9% |
| YTD | +75.6% | +21.0% | +54.5% | +67.1% |
| 1Y | +91.3% | +33.9% | +57.4% | +78.6% |
| 3Y | +200.3% | +0.9% | +199.4% | +189.1% |
| 5Y | +156.4% | -6.9% | +163.2% | +148.2% |
| 10Y | +495.8% | +97.4% | +398.4% | +400.8% |
| All | +590.1% | -2.0% | +592.1% | +276.9% |
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