-9.8%
AKAM vs S
-56.8%
+47.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -2.1% | -7.7% | +5.6% | -0.7% |
| 30D | -13.9% | -5.3% | -8.6% | -13.3% |
| 3M | -33.8% | +20.3% | -54.1% | -36.3% |
| 6M | +2.2% | +47.4% | -45.2% | -5.4% |
| YTD | +20.6% | +32.5% | -11.9% | +13.6% |
| 1Y | +36.3% | +9.5% | +26.8% | +32.2% |
| 3Y | -0.1% | +15.5% | -15.6% | -5.7% |
| 5Y | -7.5% | -71.2% | +63.7% | -5.9% |
| All | -9.8% | -56.8% | +47.0% | -6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling