+30.2%
EXC vs AKAM
-27.3%
+57.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.4% | +0.1% |
| 7D | -1.7% | -7.4% | +5.7% | -1.7% |
| 30D | +9.3% | -24.9% | +34.2% | +9.5% |
| 3M | +1.0% | -27.4% | +28.4% | +1.2% |
| 6M | +5.9% | -45.6% | +51.6% | +6.4% |
| YTD | +7.6% | -8.0% | +15.6% | +6.3% |
| 1Y | +2.4% | -4.1% | +6.5% | +1.1% |
| 3Y | +30.2% | -26.9% | +57.1% | +27.4% |
| All | +30.2% | -27.3% | +57.6% | +27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling