+22.4%
XLP vs AKAM
-0.1%
+22.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.1% | +0.3% |
| 7D | +2.3% | -3.3% | +5.6% | +2.3% |
| 30D | +9.1% | -21.7% | +30.8% | +8.6% |
| 3M | +7.9% | -28.8% | +36.7% | +7.4% |
| 6M | +9.6% | -43.3% | +52.9% | +9.2% |
| YTD | +19.4% | -4.1% | +23.5% | +16.8% |
| 1Y | +22.4% | -3.9% | +26.3% | +19.6% |
| All | +22.4% | -0.1% | +22.5% | +19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling