+67.9%
AKAM vs SNAP
-77.0%
+144.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.0% | -7.2% | -3.6% |
| 7D | +0.6% | -3.2% | +3.7% | +0.8% |
| 30D | -8.2% | +0.2% | -8.4% | -8.4% |
| 3M | -17.6% | +2.6% | -20.2% | -18.1% |
| 6M | +2.5% | +12.4% | -9.9% | +0.7% |
| YTD | +22.8% | -31.6% | +54.4% | +25.6% |
| 1Y | +39.6% | -21.7% | +61.3% | +40.9% |
| 3Y | +2.3% | -41.2% | +43.6% | +2.8% |
| 5Y | -4.3% | -92.6% | +88.3% | +4.9% |
| All | +67.9% | -77.0% | +144.9% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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