-23.0%
AKAM vs SM
-3.9%
-19.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +2.8% | +9.4% | -6.6% | +1.5% |
| 30D | -6.9% | -14.4% | +7.5% | -5.2% |
| 3M | -31.8% | +1.6% | -33.4% | -32.7% |
| 6M | -47.0% | +6.3% | -53.4% | -48.5% |
| YTD | -2.1% | +78.8% | -80.9% | -14.6% |
| 1Y | -3.7% | +83.1% | -86.8% | -16.6% |
| 3Y | -23.0% | -5.9% | -17.1% | -27.0% |
| All | -23.0% | -3.9% | -19.1% | -27.0% |
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