+7,443.4%
QLD vs AKAM
+165.1%
+7,278.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.7% | -4.2% | -1.1% |
| 7D | -10.3% | -10.4% | +0.1% | -4.7% |
| 30D | -26.1% | -20.6% | -5.5% | -16.5% |
| 3M | -17.8% | -29.9% | +12.2% | -2.0% |
| 6M | -15.6% | -31.9% | +16.3% | -1.1% |
| YTD | +5.4% | -4.8% | +10.1% | -3.0% |
| 1Y | +5.2% | +13.8% | -8.6% | -13.7% |
| 3Y | +139.4% | -23.4% | +162.8% | +137.2% |
| 5Y | +66.7% | -22.6% | +89.3% | +67.8% |
| 10Y | +1,422.1% | +26.3% | +1,395.8% | +1,082.9% |
| All | +7,443.4% | +165.1% | +7,278.3% | +2,744.5% |
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