+4.4%
EXC vs AKAM
+35.6%
-31.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.1% |
| 7D | +0.3% | -2.1% | +2.4% | +0.3% |
| 30D | -3.7% | -13.9% | +10.2% | -3.8% |
| 3M | -1.3% | -33.8% | +32.5% | -1.3% |
| 6M | -9.7% | +2.2% | -11.9% | -10.5% |
| YTD | +2.9% | +20.6% | -17.7% | +0.9% |
| 1Y | +4.4% | +36.3% | -31.9% | +1.6% |
| All | +4.4% | +35.6% | -31.3% | +1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling