+827.0%
AKAM vs SGI
+2,083.6%
-1,256.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -2.1% | +8.5% | -10.6% | -3.8% |
| 30D | -13.9% | +0.7% | -14.6% | -14.2% |
| 3M | -33.8% | +0.6% | -34.4% | -34.2% |
| 6M | +2.2% | -17.9% | +20.1% | +5.2% |
| YTD | +20.6% | -21.2% | +41.8% | +24.7% |
| 1Y | +36.3% | -18.9% | +55.2% | +39.7% |
| 3Y | -0.1% | +52.6% | -52.8% | -11.1% |
| 5Y | -7.5% | +60.7% | -68.3% | -21.1% |
| 10Y | +90.2% | +278.1% | -187.9% | +18.9% |
| All | +827.0% | +2,083.6% | -1,256.5% | +175.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling