+64.9%
AKAM vs SNAP
-77.2%
+142.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.8% | -0.9% |
| 7D | -2.1% | +0.7% | -2.8% | -2.2% |
| 30D | -13.9% | +2.6% | -16.6% | -14.3% |
| 3M | -33.8% | -9.9% | -23.9% | -33.5% |
| 6M | +2.2% | +1.9% | +0.3% | +1.2% |
| YTD | +20.6% | -32.2% | +52.8% | +23.5% |
| 1Y | +36.3% | -22.8% | +59.2% | +37.8% |
| 3Y | -0.1% | -47.6% | +47.5% | +1.2% |
| 5Y | -7.5% | -92.7% | +85.2% | +1.5% |
| All | +64.9% | -77.2% | +142.2% | +47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling