-27.5%
AKAM vs SBAC
+1,991.7%
-2,019.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.9% |
| 7D | -2.1% | -0.8% | -1.3% | -1.9% |
| 30D | -13.9% | +6.9% | -20.9% | -15.6% |
| 3M | -33.8% | -8.2% | -25.6% | -32.6% |
| 6M | +2.2% | -1.6% | +3.8% | +0.8% |
| YTD | +20.6% | -0.1% | +20.7% | +18.3% |
| 1Y | +36.3% | -0.5% | +36.8% | +33.8% |
| 3Y | -0.1% | -9.1% | +8.9% | -1.6% |
| 5Y | -7.5% | -43.8% | +36.2% | +2.7% |
| 10Y | +90.2% | +80.5% | +9.6% | +49.8% |
| All | -27.5% | +1,991.7% | -2,019.3% | -57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling