+101.1%
AKAM vs SAN
+357.1%
-255.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -0.8% |
| 7D | +1.5% | +0.2% | +1.3% | +1.4% |
| 30D | -13.0% | +0.9% | -14.0% | -13.2% |
| 3M | -19.4% | +19.1% | -38.5% | -22.4% |
| 6M | +0.3% | +33.2% | -32.9% | -5.8% |
| YTD | +22.4% | +29.1% | -6.7% | +15.1% |
| 1Y | +34.8% | +50.2% | -15.4% | +22.7% |
| 3Y | +1.9% | +351.0% | -349.1% | -26.0% |
| 5Y | -4.6% | +394.7% | -399.3% | -33.6% |
| All | +101.1% | +357.1% | -255.9% | +45.4% |
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