+5.7%
AKAM vs SGI
+55.1%
-49.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.9% | +6.8% | +5.2% |
| 7D | +5.4% | +0.6% | +4.8% | +5.2% |
| 30D | -5.9% | +5.5% | -11.4% | -7.0% |
| 3M | -19.6% | -3.6% | -16.0% | -19.4% |
| 6M | +8.5% | -15.0% | +23.5% | +11.1% |
| YTD | +26.9% | -23.0% | +50.0% | +32.3% |
| 1Y | +41.7% | -18.4% | +60.1% | +44.7% |
| All | +5.7% | +55.1% | -49.3% | -8.2% |
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