+1,628.2%
QLD vs AKAM
+90.0%
+1,538.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +1.0% |
| 7D | +0.6% | -2.1% | +2.7% | +1.8% |
| 30D | -0.1% | -13.9% | +13.8% | +8.2% |
| 3M | -8.4% | -33.8% | +25.5% | +15.1% |
| 6M | +32.2% | +2.2% | +30.0% | +19.9% |
| YTD | +28.9% | +20.6% | +8.3% | +0.6% |
| 1Y | +43.8% | +36.3% | +7.5% | +0.8% |
| 3Y | +176.6% | -0.1% | +176.7% | +128.7% |
| 5Y | +121.6% | -7.5% | +129.1% | +96.1% |
| All | +1,628.2% | +90.0% | +1,538.2% | +926.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling