-4.5%
AKAM vs SHAK
-22.8%
+18.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -0.8% |
| 7D | +1.5% | -8.3% | +9.8% | +2.7% |
| 30D | -13.0% | -12.6% | -0.4% | -11.4% |
| 3M | -19.4% | +9.1% | -28.5% | -20.8% |
| 6M | +0.3% | -31.2% | +31.5% | +4.6% |
| YTD | +22.4% | -21.6% | +44.0% | +23.8% |
| 1Y | +34.8% | -38.8% | +73.6% | +42.4% |
| 3Y | +1.9% | +0.6% | +1.3% | -2.3% |
| All | -4.5% | -22.8% | +18.3% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling