+121.7%
AKAM vs SFM
+117.5%
+4.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.5% | +6.9% | +1.4% |
| 7D | -0.8% | -5.8% | +5.0% | +0.1% |
| 30D | -4.5% | -11.4% | +6.9% | -2.9% |
| 3M | -25.6% | -12.2% | -13.4% | -24.4% |
| 6M | +5.7% | -5.2% | +10.9% | +5.2% |
| YTD | +21.0% | -4.5% | +25.5% | +20.1% |
| 1Y | +33.9% | -45.4% | +79.3% | +44.8% |
| 3Y | +0.9% | +91.1% | -90.2% | -11.6% |
| 5Y | -6.9% | +226.8% | -233.7% | -27.1% |
| 10Y | +97.4% | +291.9% | -194.5% | +42.6% |
| All | +121.7% | +117.5% | +4.2% | +80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SFM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling