+160.8%
EXC vs AKAM
+108.8%
+52.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.9% | -5.4% | -1.1% |
| 7D | +0.3% | +5.4% | -5.1% | -0.3% |
| 30D | -0.9% | -5.9% | +5.0% | -0.3% |
| 3M | -2.7% | -19.6% | +17.0% | -0.6% |
| 6M | -9.4% | +8.5% | -17.8% | -12.3% |
| YTD | +3.0% | +26.9% | -23.9% | -3.1% |
| 1Y | +5.1% | +41.7% | -36.6% | -3.1% |
| 3Y | +20.6% | +5.8% | +14.8% | +14.3% |
| 5Y | +45.7% | -2.3% | +48.0% | +38.3% |
| 10Y | +160.8% | +111.0% | +49.9% | +124.7% |
| All | +160.8% | +108.8% | +52.0% | +124.7% |
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