+0.9%
AKAM vs SM
-2.8%
+3.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.3% | -0.2% |
| 7D | -0.8% | -0.2% | -0.6% | -0.8% |
| 30D | -4.5% | +31.5% | -36.0% | -8.4% |
| 3M | -25.6% | +17.3% | -42.9% | -27.8% |
| 6M | +5.7% | +48.5% | -42.8% | -2.0% |
| YTD | +21.0% | +106.3% | -85.2% | +5.3% |
| 1Y | +33.9% | +47.3% | -13.4% | +23.4% |
| 3Y | +0.9% | -1.4% | +2.3% | -5.3% |
| All | +0.9% | -2.8% | +3.6% | -5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling