+598.7%
XLP vs AKAM
-21.3%
+620.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -0.2% | +11.2% | -11.4% | -0.7% |
| 30D | +8.2% | -13.4% | +21.5% | +8.7% |
| 3M | +7.7% | -29.5% | +37.2% | +9.2% |
| 6M | +9.3% | -42.1% | +51.4% | +11.5% |
| YTD | +19.5% | -0.8% | +20.3% | +18.3% |
| 1Y | +21.0% | -3.9% | +24.9% | +20.0% |
| 3Y | +43.2% | -21.9% | +65.1% | +42.6% |
| 5Y | +42.7% | -22.4% | +65.1% | +41.7% |
| 10Y | +135.7% | +32.3% | +103.5% | +128.1% |
| All | +598.7% | -21.3% | +620.0% | +472.6% |
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