+30.5%
AKAM vs SAN
+270.1%
-239.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.5% |
| 7D | +2.8% | +4.0% | -1.2% | +1.9% |
| 30D | -6.9% | -7.8% | +0.9% | -5.5% |
| 3M | -31.8% | -16.4% | -15.5% | -29.5% |
| 6M | -47.0% | +3.5% | -50.5% | -47.6% |
| YTD | -2.1% | +6.7% | -8.8% | -4.4% |
| 1Y | -3.7% | +14.5% | -18.2% | -7.4% |
| 3Y | -23.0% | +243.5% | -266.6% | -40.9% |
| 5Y | -23.4% | +296.2% | -319.6% | -44.1% |
| All | +30.5% | +270.1% | -239.6% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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