+3.2%
EXC vs AKAM
-3.8%
+7.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | 0.0% |
| 7D | -1.9% | +11.2% | -13.1% | -1.8% |
| 30D | +7.8% | -13.4% | +21.1% | +7.7% |
| 3M | +1.9% | -29.5% | +31.4% | +1.7% |
| 6M | +3.4% | -42.1% | +45.5% | +3.3% |
| YTD | +7.6% | -0.8% | +8.4% | +3.8% |
| All | +3.2% | -3.8% | +7.0% | -0.4% |
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