+73.0%
XLF vs AKAM
+1.2%
+71.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +2.9% | 0.0% |
| 7D | -2.9% | +0.6% | -3.5% | -3.0% |
| 30D | -1.6% | -8.2% | +6.6% | -0.9% |
| 3M | +9.3% | -17.6% | +26.8% | +10.9% |
| 6M | +14.6% | +2.5% | +12.1% | +12.0% |
| YTD | +4.7% | +22.8% | -18.1% | -1.6% |
| 1Y | +8.6% | +39.6% | -30.9% | -0.7% |
| All | +73.0% | +1.2% | +71.9% | +52.5% |
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 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