+31.2%
AKAM vs SNAP
-79.2%
+110.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.2% | +4.3% |
| 7D | -3.3% | -10.6% | +7.3% | -2.3% |
| 30D | -21.7% | -19.7% | -2.0% | -20.2% |
| 3M | -28.8% | -6.5% | -22.3% | -28.6% |
| 6M | -43.3% | -17.8% | -25.6% | -42.7% |
| YTD | -4.1% | -38.0% | +34.0% | -1.0% |
| 1Y | -3.9% | -42.5% | +38.5% | -0.3% |
| 3Y | -24.4% | -55.8% | +31.4% | -22.3% |
| 5Y | -23.8% | -90.5% | +66.8% | -17.4% |
| All | +31.2% | -79.2% | +110.4% | +18.3% |
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