+34.1%
XLP vs AKAM
-7.4%
+41.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | -1.0% | -2.1% | +1.1% | -0.9% |
| 30D | -0.9% | -13.9% | +13.1% | 0.0% |
| 3M | +3.8% | -33.8% | +37.6% | +6.7% |
| 6M | -1.7% | +2.2% | -3.9% | -3.6% |
| YTD | +10.3% | +20.6% | -10.3% | +5.7% |
| 1Y | +7.8% | +36.3% | -28.5% | +1.5% |
| 3Y | +27.2% | -0.1% | +27.3% | +22.3% |
| All | +34.1% | -7.4% | +41.5% | +30.1% |
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 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