+978.4%
XLY vs AKAM
-2.9%
+981.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.6% |
| 3M | -2.7% | -19.4% | +16.7% | -0.4% |
| 6M | -0.6% | +0.3% | -0.9% | -2.3% |
| YTD | -5.0% | +22.4% | -27.4% | -9.4% |
| 1Y | -4.1% | +34.8% | -38.9% | -9.8% |
| 3Y | +33.6% | +1.9% | +31.7% | +29.0% |
| 5Y | +28.7% | -4.6% | +33.3% | +25.0% |
| 10Y | +219.6% | +103.4% | +116.2% | +180.0% |
| All | +978.4% | -2.9% | +981.3% | +574.5% |
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