+610.7%
XYZ vs AKAM
+99.1%
+511.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.4% |
| 7D | +2.9% | -0.8% | +3.6% | +3.2% |
| 30D | +1.4% | -4.5% | +5.9% | +3.2% |
| 3M | +14.6% | -25.6% | +40.1% | +30.2% |
| 6M | +20.8% | +5.7% | +15.0% | +7.3% |
| YTD | +23.1% | +21.0% | +2.0% | -2.8% |
| 1Y | +5.6% | +33.9% | -28.2% | -23.1% |
| 3Y | +50.9% | +0.9% | +50.0% | +27.6% |
| 5Y | -68.6% | -6.9% | -61.7% | -71.8% |
| All | +610.7% | +99.1% | +511.6% | +323.2% |
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