-27.5%
AKAM vs SM
+608.1%
-635.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.9% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | -13.9% | +26.3% | -40.3% | -16.7% |
| 3M | -33.8% | +8.7% | -42.5% | -34.9% |
| 6M | +2.2% | +51.7% | -49.5% | -4.5% |
| YTD | +20.6% | +99.0% | -78.5% | +8.1% |
| 1Y | +36.3% | +34.6% | +1.7% | +28.4% |
| 3Y | -0.1% | -7.8% | +7.6% | -3.1% |
| 5Y | -7.5% | +104.8% | -112.3% | -23.4% |
| 10Y | +90.2% | +7.2% | +82.9% | +26.7% |
| All | -27.5% | +608.1% | -635.6% | -76.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling