+101.1%
AKAM vs SM
+23.0%
+78.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +1.5% | +4.6% | -3.1% | +1.3% |
| 30D | -13.0% | +18.2% | -31.2% | -13.7% |
| 3M | -19.4% | +22.5% | -41.9% | -20.2% |
| 6M | +0.3% | +50.6% | -50.3% | -1.7% |
| YTD | +22.4% | +108.1% | -85.7% | +18.1% |
| 1Y | +34.8% | +46.0% | -11.2% | +32.0% |
| 3Y | +1.9% | +2.9% | -0.9% | +0.3% |
| 5Y | -4.6% | +112.6% | -117.2% | -8.4% |
| All | +101.1% | +23.0% | +78.2% | +91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling