+584.9%
XYZ vs AKAM
+29.8%
+555.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.2% | +3.5% |
| 7D | -1.1% | +2.8% | -3.8% | -2.6% |
| 30D | +11.5% | -6.9% | +18.4% | +14.0% |
| 3M | +1.8% | -31.8% | +33.6% | +19.4% |
| 6M | +21.2% | -47.0% | +68.2% | +58.3% |
| YTD | +29.9% | -2.1% | +32.1% | +10.2% |
| 1Y | +35.8% | -3.7% | +39.5% | +16.1% |
| 3Y | +62.6% | -23.0% | +85.6% | +53.3% |
| 5Y | -62.8% | -23.4% | -39.4% | -64.4% |
| All | +584.9% | +29.8% | +555.0% | +356.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling