+910.2%
XOM vs AKAM
-4.0%
+914.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.4% | +0.7% |
| 7D | -2.4% | -0.8% | -1.6% | -2.3% |
| 30D | +5.7% | -4.5% | +10.1% | +5.9% |
| 3M | +6.6% | -25.6% | +32.1% | +8.4% |
| 6M | +7.7% | +5.7% | +1.9% | +6.3% |
| YTD | +36.2% | +21.0% | +15.1% | +33.0% |
| 1Y | +50.5% | +33.9% | +16.6% | +45.7% |
| 3Y | +53.4% | +0.9% | +52.5% | +50.3% |
| 5Y | +254.2% | -6.9% | +261.0% | +247.5% |
| 10Y | +177.9% | +97.4% | +80.5% | +157.3% |
| All | +910.2% | -4.0% | +914.2% | +657.5% |
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