+199.5%
EXC vs AKAM
+27.0%
+172.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.5% | -0.7% |
| 7D | +0.1% | -3.3% | +3.3% | +0.3% |
| 30D | +9.0% | -21.7% | +30.8% | +11.6% |
| 3M | +3.3% | -28.8% | +32.1% | +6.6% |
| 6M | +5.7% | -43.3% | +49.0% | +11.4% |
| YTD | +7.3% | -4.1% | +11.4% | +3.6% |
| 1Y | +2.9% | -3.9% | +6.8% | -0.8% |
| 3Y | +29.3% | -24.4% | +53.7% | +27.2% |
| 5Y | +40.1% | -23.8% | +63.8% | +35.6% |
| All | +199.5% | +27.0% | +172.6% | +174.8% |
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