+789.4%
EXC vs AKAM
-21.2%
+810.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.4% | 0.0% |
| 7D | -1.4% | +0.9% | -2.2% | -1.4% |
| 30D | +8.3% | -14.7% | +23.0% | +8.9% |
| 3M | +2.6% | -25.7% | +28.3% | +3.7% |
| 6M | +5.2% | -43.4% | +48.5% | +7.4% |
| YTD | +7.5% | -0.7% | +8.2% | +6.6% |
| 1Y | +3.2% | -4.3% | +7.5% | +2.4% |
| 3Y | +29.5% | -21.7% | +51.3% | +29.0% |
| 5Y | +39.7% | -20.7% | +60.4% | +38.6% |
| 10Y | +200.1% | +32.4% | +167.6% | +190.6% |
| All | +789.4% | -21.2% | +810.6% | +693.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling