+616.3%
XLU vs AKAM
-2.6%
+618.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.8% |
| 7D | -1.2% | +0.6% | -1.8% | -1.2% |
| 30D | -2.5% | -8.2% | +5.6% | -2.1% |
| 3M | -2.7% | -17.6% | +14.8% | -1.9% |
| 6M | -7.5% | +2.5% | -10.0% | -8.3% |
| YTD | +0.9% | +22.8% | -21.8% | -1.2% |
| 1Y | +3.3% | +39.6% | -36.3% | +0.2% |
| 3Y | +47.3% | +2.3% | +45.0% | +44.6% |
| 5Y | +44.4% | -4.3% | +48.7% | +41.9% |
| 10Y | +140.8% | +104.1% | +36.7% | +125.7% |
| All | +616.3% | -2.6% | +618.9% | +459.3% |
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