+141.3%
XLC vs AKAM
+30.9%
+110.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.9% | +1.4% |
| 7D | -1.7% | +0.6% | -2.2% | -1.9% |
| 30D | +0.2% | -8.2% | +8.4% | +2.0% |
| 3M | +0.7% | -17.6% | +18.3% | +4.7% |
| 6M | -4.5% | +2.5% | -7.0% | -9.4% |
| YTD | -4.7% | +22.8% | -27.5% | -16.3% |
| 1Y | -1.5% | +39.6% | -41.1% | -17.9% |
| 3Y | +72.2% | +2.3% | +69.9% | +54.1% |
| 5Y | +39.3% | -4.3% | +43.6% | +25.6% |
| All | +141.3% | +30.9% | +110.4% | +76.1% |
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