+82.1%
QLD vs AKAM
-21.8%
+103.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.1% | -1.8% |
| 7D | +7.0% | +2.8% | +4.2% | +5.4% |
| 30D | -14.3% | -6.9% | -7.4% | -11.3% |
| 3M | -16.0% | -31.8% | +15.8% | +0.2% |
| 6M | -14.2% | -47.0% | +32.8% | +14.7% |
| YTD | +12.8% | -2.1% | +14.9% | -1.7% |
| 1Y | +14.1% | -3.7% | +17.8% | +0.2% |
| 3Y | +146.0% | -23.0% | +169.0% | +137.8% |
| All | +82.1% | -21.8% | +103.9% | +73.9% |
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 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