+544.8%
XLP vs AKAM
-4.3%
+549.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.3% |
| 3M | +3.8% | -33.8% | +37.6% | +5.6% |
| 6M | -1.7% | +2.2% | -3.9% | -2.4% |
| YTD | +10.3% | +20.6% | -10.3% | +8.5% |
| 1Y | +7.8% | +36.3% | -28.5% | +5.4% |
| 3Y | +27.2% | -0.1% | +27.3% | +25.5% |
| 5Y | +32.5% | -7.5% | +40.1% | +30.9% |
| 10Y | +101.8% | +90.2% | +11.6% | +92.7% |
| All | +544.8% | -4.3% | +549.1% | +424.9% |
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