+120.9%
AKAM vs SFM
+132.6%
-11.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -1.6% |
| 7D | -2.1% | -0.1% | -2.0% | -2.1% |
| 30D | -13.9% | -4.4% | -9.6% | -13.5% |
| 3M | -33.8% | +1.5% | -35.3% | -34.4% |
| 6M | +2.2% | +6.5% | -4.3% | -0.2% |
| YTD | +20.6% | +2.2% | +18.4% | +18.5% |
| 1Y | +36.3% | -41.9% | +78.2% | +46.1% |
| 3Y | -0.1% | +106.8% | -106.9% | -13.5% |
| 5Y | -7.5% | +231.6% | -239.1% | -27.7% |
| 10Y | +90.2% | +258.4% | -168.3% | +39.8% |
| All | +120.9% | +132.6% | -11.7% | +77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling