+41.4%
EXC vs AKAM
-26.7%
+68.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.4% | +0.2% |
| 7D | -1.7% | -7.4% | +5.7% | -1.4% |
| 30D | +9.3% | -24.9% | +34.2% | +10.9% |
| 3M | +1.0% | -27.4% | +28.4% | +2.5% |
| 6M | +5.9% | -45.6% | +51.6% | +9.3% |
| YTD | +7.6% | -8.0% | +15.6% | +4.7% |
| 1Y | +2.4% | -4.1% | +6.5% | -0.8% |
| 3Y | +30.2% | -26.9% | +57.1% | +29.0% |
| 5Y | +41.4% | -26.6% | +67.9% | +35.2% |
| All | +41.4% | -26.7% | +68.1% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling