+30.5%
AKAM vs SFM
+140.2%
-109.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.7% | -1.5% |
| 7D | +2.8% | +6.0% | -3.3% | +2.0% |
| 30D | -6.9% | -19.5% | +12.6% | -4.9% |
| 3M | -31.8% | -37.0% | +5.2% | -28.1% |
| 6M | -47.0% | -41.0% | -6.0% | -43.8% |
| YTD | -2.1% | -34.6% | +32.5% | +1.4% |
| 1Y | -3.7% | -36.3% | +32.6% | 0.0% |
| 3Y | -23.0% | +24.5% | -47.6% | -28.2% |
| 5Y | -23.4% | +115.9% | -139.3% | -36.0% |
| All | +30.5% | +140.2% | -109.7% | +4.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling