+84.1%
EWZ vs AKAM
+95.9%
-11.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.9% |
| 7D | +5.6% | -0.8% | +6.4% | +5.7% |
| 30D | +9.3% | -4.5% | +13.7% | +10.0% |
| 3M | +15.7% | -25.6% | +41.3% | +22.1% |
| 6M | +7.4% | +5.7% | +1.7% | +2.7% |
| YTD | +22.7% | +21.0% | +1.6% | +12.0% |
| 1Y | +36.4% | +33.9% | +2.5% | +20.7% |
| 3Y | +50.4% | +0.9% | +49.5% | +39.5% |
| 5Y | +67.6% | -6.9% | +74.5% | +56.4% |
| 10Y | +84.1% | +97.4% | -13.3% | +27.6% |
| All | +84.1% | +95.9% | -11.9% | +27.6% |
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