-15.0%
AKAM vs SN
+681.9%
-697.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.9% | -6.3% | -3.8% |
| 7D | -7.4% | +7.6% | -15.0% | -8.3% |
| 30D | -24.9% | +24.1% | -49.0% | -27.1% |
| 3M | -27.4% | +23.7% | -51.1% | -29.5% |
| 6M | -45.6% | +105.5% | -151.2% | -51.0% |
| YTD | -8.0% | +105.1% | -113.1% | -17.6% |
| 1Y | -4.1% | +148.3% | -152.4% | -16.9% |
| 3Y | -26.9% | +438.7% | -465.5% | -41.4% |
| All | -15.0% | +681.9% | -697.0% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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