+778.9%
XLV vs AKAM
-2.9%
+781.9%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -3.6% | +1.5% | -5.0% | -3.7% |
| 30D | -1.8% | -13.0% | +11.2% | -0.6% |
| 3M | +7.8% | -19.4% | +27.2% | +9.6% |
| 6M | +9.1% | +0.3% | +8.8% | +7.7% |
| YTD | +7.7% | +22.4% | -14.7% | +3.9% |
| 1Y | +20.4% | +34.8% | -14.4% | +14.9% |
| 3Y | +30.8% | +1.9% | +28.8% | +27.0% |
| 5Y | +34.6% | -4.6% | +39.2% | +31.0% |
| 10Y | +173.4% | +103.4% | +70.0% | +145.7% |
| All | +778.9% | -2.9% | +781.9% | +578.5% |
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