+1,072.8%
XLK vs AKAM
-2.6%
+1,075.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -0.7% |
| 7D | -0.4% | +0.6% | -1.0% | -0.6% |
| 30D | -0.5% | -8.2% | +7.7% | +1.2% |
| 3M | +5.0% | -17.6% | +22.6% | +8.8% |
| 6M | +32.9% | +2.5% | +30.3% | +29.6% |
| YTD | +29.0% | +22.8% | +6.2% | +20.3% |
| 1Y | +37.8% | +39.6% | -1.7% | +24.7% |
| 3Y | +118.7% | +2.3% | +116.3% | +107.8% |
| 5Y | +145.6% | -4.3% | +149.8% | +135.9% |
| 10Y | +791.5% | +104.1% | +687.4% | +624.4% |
| All | +1,072.8% | -2.6% | +1,075.4% | +543.6% |
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