-2.3%
AKAM vs S
-71.9%
+69.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.8% | +4.9% |
| 7D | +5.4% | -1.2% | +6.6% | +5.6% |
| 30D | -5.9% | -12.6% | +6.7% | -3.6% |
| 3M | -19.6% | +27.6% | -47.2% | -23.7% |
| 6M | +8.5% | +35.5% | -27.0% | +1.6% |
| YTD | +26.9% | +29.6% | -2.7% | +19.7% |
| 1Y | +41.7% | +8.1% | +33.6% | +37.5% |
| 3Y | +5.8% | +14.8% | -9.0% | -0.4% |
| 5Y | -2.3% | -70.6% | +68.2% | +3.5% |
| All | -2.3% | -71.9% | +69.6% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 5y: compounded portfolio wealth divided by compounded S 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…
5y analysis · Full analysis span regression · 6 months rolling