-23.0%
AKAM vs SGI
+67.2%
-90.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.6% | -1.4% |
| 7D | +2.8% | -5.3% | +8.1% | +3.7% |
| 30D | -6.9% | -2.1% | -4.8% | -7.0% |
| 3M | -31.8% | -8.2% | -23.7% | -31.1% |
| 6M | -47.0% | -4.6% | -42.4% | -47.2% |
| YTD | -2.1% | -31.5% | +29.3% | +4.0% |
| 1Y | -3.7% | -30.8% | +27.1% | +1.8% |
| 3Y | -23.0% | +67.2% | -90.3% | -33.1% |
| All | -23.0% | +67.2% | -90.3% | -33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling