+19.4%
AKAM vs SGI
-10.7%
+30.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.8% | -7.5% | -1.0% |
| 7D | -12.4% | +12.1% | -24.5% | -13.0% |
| 30D | -20.4% | +12.1% | -32.5% | -21.0% |
| 3M | -30.3% | +0.4% | -30.8% | -30.4% |
| 6M | -18.8% | -4.0% | -14.8% | -18.5% |
| YTD | -1.5% | -21.2% | +19.7% | -2.5% |
| 1Y | +19.4% | -12.1% | +31.5% | +15.9% |
| All | +19.4% | -10.7% | +30.1% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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