+50.3%
EWZ vs AKAM
+23.5%
+26.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.4% | +5.3% | +2.6% |
| 7D | +1.4% | -7.4% | +8.8% | +2.7% |
| 30D | -25.1% | -24.9% | -0.2% | -21.3% |
| 3M | -7.7% | -27.4% | +19.6% | -2.9% |
| 6M | -15.8% | -45.6% | +29.8% | -6.7% |
| YTD | +3.6% | -8.0% | +11.6% | -1.3% |
| 1Y | +5.5% | -4.1% | +9.6% | -0.7% |
| 3Y | +22.1% | -26.9% | +49.0% | +19.9% |
| 5Y | +58.3% | -26.6% | +84.9% | +52.6% |
| 10Y | +50.3% | +20.7% | +29.6% | +18.0% |
| All | +50.3% | +23.5% | +26.7% | +18.0% |
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 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