+5.7%
AKAM vs SBAC
-8.7%
+14.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +5.9% | +4.9% |
| 7D | +5.4% | +0.2% | +5.2% | +5.4% |
| 30D | -5.9% | +3.9% | -9.7% | -6.1% |
| 3M | -19.6% | -8.2% | -11.5% | -19.0% |
| 6M | +8.5% | -2.8% | +11.3% | +8.0% |
| YTD | +26.9% | -1.5% | +28.5% | +26.1% |
| 1Y | +41.7% | 0.0% | +41.7% | +40.5% |
| All | +5.7% | -8.7% | +14.5% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 3y: compounded portfolio wealth divided by compounded SBAC 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…
3y analysis · Full analysis span regression · 6 months rolling