+84.2%
AKAM vs SHAK
+31.3%
+52.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -3.0% |
| 7D | +0.6% | -11.0% | +11.6% | +2.1% |
| 30D | -8.2% | -14.0% | +5.9% | -6.4% |
| 3M | -17.6% | +13.3% | -30.8% | -19.3% |
| 6M | +2.5% | -35.3% | +37.8% | +7.0% |
| YTD | +22.8% | -24.0% | +46.8% | +24.7% |
| 1Y | +39.6% | -36.7% | +76.3% | +45.2% |
| 3Y | +2.3% | -5.4% | +7.7% | -0.8% |
| 5Y | -4.3% | -24.9% | +20.6% | -7.7% |
| 10Y | +104.1% | +79.6% | +24.4% | +68.4% |
| All | +84.2% | +31.3% | +52.9% | +52.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling