-40.3%
AKAM vs SAN
+395.8%
-436.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.2% | +3.8% |
| 7D | +0.9% | +3.4% | -2.5% | -0.9% |
| 30D | -14.7% | -6.3% | -8.5% | -12.8% |
| 3M | -25.7% | -14.1% | -11.6% | -21.0% |
| 6M | -43.4% | +4.2% | -47.5% | -45.1% |
| YTD | -0.7% | +9.0% | -9.7% | -7.3% |
| 1Y | -4.3% | +18.8% | -23.1% | -14.4% |
| 3Y | -21.7% | +252.0% | -273.8% | -59.1% |
| 5Y | -20.7% | +299.5% | -320.2% | -63.4% |
| 10Y | +32.4% | +276.7% | -244.2% | -47.7% |
| All | -40.3% | +395.8% | -436.1% | -88.2% |
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