+41.9%
XLP vs AKAM
-23.4%
+65.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.7% | -8.0% | -1.4% |
| 7D | +0.7% | -10.4% | +11.1% | +0.9% |
| 30D | +10.3% | -20.6% | +30.8% | +10.6% |
| 3M | +6.5% | -29.9% | +36.4% | +7.2% |
| 6M | +8.4% | -31.9% | +40.3% | +8.7% |
| YTD | +18.2% | -4.8% | +23.0% | +15.6% |
| 1Y | +22.4% | +13.8% | +8.6% | +18.1% |
| 3Y | +41.9% | -23.4% | +65.3% | +34.1% |
| All | +41.9% | -23.4% | +65.3% | +34.1% |
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