-23.7%
AKAM vs SONY
+82.4%
-106.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.2% | +5.1% |
| 7D | +5.4% | -4.9% | +10.3% | +8.1% |
| 30D | -5.9% | -1.6% | -4.3% | -5.3% |
| 3M | -19.6% | +10.0% | -29.6% | -24.4% |
| 6M | +8.5% | +8.4% | 0.0% | +2.9% |
| YTD | +26.9% | -8.4% | +35.4% | +30.9% |
| 1Y | +41.7% | -18.4% | +60.1% | +54.0% |
| 3Y | +5.8% | +41.0% | -35.2% | -18.3% |
| 5Y | -2.3% | +9.3% | -11.6% | -16.8% |
| 10Y | +111.0% | +281.7% | -170.7% | -20.9% |
| All | -23.7% | +82.4% | -106.1% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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