+432.5%
EWZ vs AKAM
-18.7%
+451.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | +6.5% | -2.1% | +8.6% | +6.9% |
| 30D | +4.8% | -13.9% | +18.8% | +7.5% |
| 3M | +9.9% | -33.8% | +43.7% | +17.7% |
| 6M | +1.9% | +2.2% | -0.2% | -0.8% |
| YTD | +20.3% | +20.6% | -0.3% | +12.6% |
| 1Y | +35.6% | +36.3% | -0.7% | +23.6% |
| 3Y | +43.4% | -0.1% | +43.6% | +36.3% |
| 5Y | +55.9% | -7.5% | +63.5% | +48.7% |
| 10Y | +84.2% | +90.2% | -6.0% | +50.1% |
| All | +432.5% | -18.7% | +451.2% | +218.0% |
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