+751.0%
EXC vs AKAM
-4.3%
+755.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.0% |
| 7D | +0.3% | -2.1% | +2.4% | +0.4% |
| 30D | -3.7% | -13.9% | +10.2% | -3.2% |
| 3M | -1.3% | -33.8% | +32.5% | +0.3% |
| 6M | -9.7% | +2.2% | -11.9% | -10.3% |
| YTD | +2.9% | +20.6% | -17.7% | +1.3% |
| 1Y | +4.4% | +36.3% | -31.9% | +2.1% |
| 3Y | +22.2% | -0.1% | +22.3% | +20.6% |
| 5Y | +46.7% | -7.5% | +54.3% | +44.9% |
| 10Y | +155.3% | +90.2% | +65.2% | +144.2% |
| All | +751.0% | -4.3% | +755.3% | +654.7% |
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 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