+64.3%
XLF vs AKAM
-5.1%
+69.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -1.5% | +1.5% | -3.0% | -1.7% |
| 30D | -1.2% | -13.0% | +11.9% | +0.7% |
| 3M | +9.2% | -19.4% | +28.6% | +12.2% |
| 6M | +16.3% | +0.3% | +16.0% | +13.0% |
| YTD | +5.4% | +22.4% | -17.0% | -3.2% |
| 1Y | +7.6% | +34.8% | -27.2% | -3.9% |
| 3Y | +74.2% | +1.9% | +72.3% | +61.1% |
| All | +64.3% | -5.1% | +69.4% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling