+35.0%
XLB vs AKAM
-2.4%
+37.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.9% | -5.9% | -1.9% |
| 7D | -2.9% | +5.4% | -8.3% | -3.9% |
| 30D | -3.4% | -5.9% | +2.5% | -2.5% |
| 3M | +1.6% | -19.6% | +21.2% | +5.2% |
| 6M | +3.6% | +8.5% | -4.8% | -1.1% |
| YTD | +14.2% | +26.9% | -12.7% | +3.3% |
| 1Y | +15.6% | +41.7% | -26.1% | +0.9% |
| 3Y | +33.1% | +5.8% | +27.3% | +21.6% |
| 5Y | +35.0% | -2.3% | +37.4% | +24.0% |
| All | +35.0% | -2.4% | +37.5% | +24.0% |
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