+33.6%
XLY vs AKAM
+0.9%
+32.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | -1.7% | +1.5% | -3.2% | -1.9% |
| 30D | -4.2% | -13.0% | +8.8% | -2.5% |
| 3M | -2.7% | -19.4% | +16.7% | -0.1% |
| 6M | -0.6% | +0.3% | -0.9% | -3.1% |
| YTD | -5.0% | +22.4% | -27.4% | -12.7% |
| 1Y | -4.1% | +34.8% | -38.9% | -14.3% |
| 3Y | +33.6% | +1.9% | +31.7% | +13.1% |
| All | +33.6% | +0.9% | +32.7% | +13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling