+64.7%
XLC vs AKAM
-22.7%
+87.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.2% |
| 7D | +3.7% | +2.8% | +0.9% | +3.5% |
| 30D | -1.9% | -6.9% | +5.0% | -1.5% |
| 3M | -3.1% | -31.8% | +28.7% | -0.3% |
| 6M | -6.4% | -47.0% | +40.6% | -1.4% |
| YTD | -6.8% | -2.1% | -4.7% | -10.9% |
| 1Y | -1.7% | -3.7% | +2.0% | -5.7% |
| 3Y | +64.7% | -23.0% | +87.7% | +51.9% |
| All | +64.7% | -22.7% | +87.4% | +51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling