+142.5%
XLC vs AKAM
+28.6%
+113.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.9% |
| 7D | -0.8% | -2.1% | +1.2% | -0.4% |
| 30D | +1.0% | -13.9% | +15.0% | +4.5% |
| 3M | -0.7% | -33.8% | +33.1% | +9.2% |
| 6M | -5.1% | +2.2% | -7.3% | -10.0% |
| YTD | -4.3% | +20.6% | -24.9% | -15.5% |
| 1Y | -0.6% | +36.3% | -36.9% | -16.5% |
| 3Y | +72.7% | -0.1% | +72.8% | +55.7% |
| 5Y | +38.0% | -7.5% | +45.5% | +25.8% |
| All | +142.5% | +28.6% | +113.9% | +77.8% |
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