-27.5%
AKAM vs SAN
+485.8%
-513.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.8% |
| 7D | -2.1% | +1.8% | -3.9% | -2.9% |
| 30D | -13.9% | +2.0% | -15.9% | -14.7% |
| 3M | -33.8% | +19.7% | -53.5% | -39.3% |
| 6M | +2.2% | +30.6% | -28.5% | -10.5% |
| YTD | +20.6% | +28.8% | -8.3% | +5.0% |
| 1Y | +36.3% | +57.8% | -21.5% | +7.6% |
| 3Y | -0.1% | +338.1% | -338.3% | -52.6% |
| 5Y | -7.5% | +384.2% | -391.8% | -60.9% |
| 10Y | +90.2% | +353.1% | -263.0% | -31.0% |
| All | -27.5% | +485.8% | -513.4% | -86.6% |
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