+682.6%
XLB vs AKAM
-4.3%
+686.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | -1.4% | -2.1% | +0.7% | -1.2% |
| 30D | -0.4% | -13.9% | +13.6% | +1.2% |
| 3M | +2.0% | -33.8% | +35.8% | +6.5% |
| 6M | +1.8% | +2.2% | -0.3% | +0.2% |
| YTD | +16.6% | +20.6% | -4.0% | +11.9% |
| 1Y | +16.9% | +36.3% | -19.4% | +10.4% |
| 3Y | +32.6% | -0.1% | +32.7% | +28.6% |
| 5Y | +35.6% | -7.5% | +43.2% | +32.3% |
| 10Y | +160.0% | +90.2% | +69.9% | +130.6% |
| All | +682.6% | -4.3% | +686.9% | +397.5% |
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