+81.9%
AKAM vs SFM
+44.5%
+37.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.5% | +0.1% | +3.1% |
| 7D | +0.9% | -7.1% | +7.9% | +1.9% |
| 30D | -14.7% | -21.4% | +6.7% | -12.5% |
| 3M | -25.7% | -40.1% | +14.4% | -20.8% |
| 6M | -43.4% | -38.0% | -5.3% | -40.4% |
| YTD | -0.7% | -36.5% | +35.9% | +3.6% |
| 1Y | -4.3% | -35.2% | +30.9% | -0.7% |
| 3Y | -21.7% | +23.5% | -45.2% | -27.6% |
| 5Y | -20.7% | +109.7% | -130.4% | -34.3% |
| 10Y | +32.4% | +132.6% | -100.1% | +2.8% |
| All | +81.9% | +44.5% | +37.5% | +55.4% |
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