+34.8%
AKAM vs SCHG
+13.0%
+21.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.9% |
| 7D | +1.5% | -1.0% | +2.5% | +2.2% |
| 30D | -13.0% | -1.3% | -11.8% | -12.2% |
| 3M | -19.4% | +5.4% | -24.8% | -22.2% |
| 6M | +0.3% | +14.4% | -14.1% | -6.1% |
| YTD | +22.4% | +8.0% | +14.4% | +18.7% |
| 1Y | +34.8% | +12.7% | +22.1% | +26.2% |
| All | +34.8% | +13.0% | +21.8% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 1y: compounded portfolio wealth divided by compounded SCHG 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…
1y analysis · Full analysis span regression · 6 months rolling