-41.2%
AKAM vs SAN
+385.1%
-426.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.6% |
| 7D | +2.8% | +4.0% | -1.2% | +0.7% |
| 30D | -6.9% | -7.8% | +0.9% | -4.1% |
| 3M | -31.8% | -16.4% | -15.5% | -26.7% |
| 6M | -47.0% | +3.5% | -50.5% | -48.5% |
| YTD | -2.1% | +6.7% | -8.8% | -7.8% |
| 1Y | -3.7% | +14.5% | -18.2% | -12.4% |
| 3Y | -23.0% | +243.5% | -266.6% | -59.3% |
| 5Y | -23.4% | +296.2% | -319.6% | -64.6% |
| 10Y | +30.5% | +268.5% | -238.0% | -48.0% |
| All | -41.2% | +385.1% | -426.2% | -88.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling