+30.5%
AKAM vs SPG
+113.9%
-83.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.1% | -1.3% |
| 7D | +2.8% | +2.0% | +0.8% | +2.6% |
| 30D | -6.9% | +17.2% | -24.1% | -8.3% |
| 3M | -31.8% | +6.3% | -38.2% | -32.3% |
| 6M | -47.0% | +18.7% | -65.7% | -48.0% |
| YTD | -2.1% | +30.1% | -32.2% | -5.0% |
| 1Y | -3.7% | +32.8% | -36.4% | -6.7% |
| 3Y | -23.0% | +133.6% | -156.6% | -28.9% |
| 5Y | -23.4% | +84.4% | -107.8% | -29.3% |
| All | +30.5% | +113.9% | -83.4% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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