+6.3%
AKAM vs SARO
-23.7%
+30.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.9% | -2.8% |
| 7D | +0.6% | -4.0% | +4.6% | +1.4% |
| 30D | -8.2% | -16.1% | +8.0% | -5.0% |
| 3M | -17.6% | -4.5% | -13.1% | -17.6% |
| 6M | +2.5% | -17.0% | +19.6% | +5.3% |
| YTD | +22.8% | -17.5% | +40.3% | +25.7% |
| 1Y | +39.6% | -12.3% | +51.9% | +39.7% |
| All | +6.3% | -23.7% | +30.0% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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