+349.8%
EWZ vs AKAM
-35.8%
+385.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.7% | -6.1% | -0.5% |
| 7D | -1.5% | -10.4% | +8.9% | +0.3% |
| 30D | -24.5% | -20.6% | -4.0% | -21.8% |
| 3M | -10.7% | -29.9% | +19.2% | -5.8% |
| 6M | -19.1% | -31.9% | +12.8% | -15.3% |
| YTD | +1.6% | -4.8% | +6.4% | -1.6% |
| 1Y | +4.3% | +13.8% | -9.5% | -2.6% |
| 3Y | +19.0% | -23.4% | +42.3% | +17.6% |
| 5Y | +57.7% | -22.6% | +80.2% | +54.0% |
| 10Y | +51.3% | +26.3% | +25.1% | +31.9% |
| All | +349.8% | -35.8% | +385.6% | +177.9% |
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