+533.2%
XYZ vs AKAM
+75.8%
+457.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.2% |
| 7D | -1.0% | -2.1% | +1.1% | 0.0% |
| 30D | -1.7% | -13.9% | +12.2% | +4.8% |
| 3M | +16.7% | -33.8% | +50.6% | +39.2% |
| 6M | +26.9% | +2.2% | +24.7% | +15.9% |
| YTD | +27.1% | +20.6% | +6.6% | +2.7% |
| 1Y | +9.3% | +36.3% | -27.1% | -19.1% |
| 3Y | +42.3% | -0.1% | +42.4% | +23.1% |
| 5Y | -69.3% | -7.5% | -61.8% | -72.1% |
| 10Y | +586.8% | +90.2% | +496.6% | +358.0% |
| All | +533.2% | +75.8% | +457.4% | +310.5% |
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