+19.4%
AKAM vs SHAK
-21.2%
+40.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.8% | -4.5% | -0.6% |
| 7D | -12.4% | +8.3% | -20.7% | -12.3% |
| 30D | -20.4% | +16.7% | -37.1% | -20.3% |
| 3M | -30.3% | +10.0% | -40.3% | -30.2% |
| 6M | -18.8% | -23.8% | +5.0% | -17.3% |
| YTD | -1.5% | -10.3% | +8.8% | -1.6% |
| 1Y | +19.4% | -22.9% | +42.3% | +24.1% |
| All | +19.4% | -21.2% | +40.6% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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