-23.0%
AKAM vs SBAC
-6.5%
-16.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.5% |
| 7D | +2.8% | +0.6% | +2.2% | +2.7% |
| 30D | -6.9% | +5.5% | -12.4% | -7.3% |
| 3M | -31.8% | +3.1% | -34.9% | -32.2% |
| 6M | -47.0% | -7.0% | -40.0% | -46.8% |
| YTD | -2.1% | +0.5% | -2.6% | -3.2% |
| 1Y | -3.7% | +0.2% | -3.9% | -4.7% |
| 3Y | -23.0% | -7.4% | -15.7% | -24.1% |
| All | -23.0% | -6.5% | -16.5% | -24.1% |
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