+0.9%
AKAM vs SNAP
-43.9%
+44.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | -0.8% | +1.5% | -2.3% | -1.0% |
| 30D | -4.5% | +1.9% | -6.3% | -5.0% |
| 3M | -25.6% | -3.9% | -21.7% | -25.7% |
| 6M | +5.7% | +5.2% | +0.5% | +3.7% |
| YTD | +21.0% | -32.7% | +53.8% | +26.1% |
| 1Y | +33.9% | -24.8% | +58.7% | +37.1% |
| 3Y | +0.9% | -42.2% | +43.1% | -2.8% |
| All | +0.9% | -43.9% | +44.8% | -2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling