+365.6%
XLF vs AKAM
-4.0%
+369.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.7% | -1.4% |
| 7D | +0.2% | -0.8% | +1.0% | +0.3% |
| 30D | -0.5% | -4.5% | +3.9% | 0.0% |
| 3M | +10.6% | -25.6% | +36.2% | +14.8% |
| 6M | +14.3% | +5.7% | +8.6% | +11.2% |
| YTD | +5.5% | +21.0% | -15.5% | +0.1% |
| 1Y | +9.6% | +33.9% | -24.3% | +2.1% |
| 3Y | +75.2% | +0.9% | +74.3% | +67.9% |
| 5Y | +65.5% | -6.9% | +72.4% | +59.6% |
| 10Y | +246.4% | +97.4% | +149.0% | +194.1% |
| All | +365.6% | -4.0% | +369.6% | +170.9% |
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 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