-20.7%
AKAM vs SPG
+86.1%
-106.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +0.9% | +2.7% | -1.9% | +0.1% |
| 30D | -14.7% | +16.6% | -31.3% | -18.7% |
| 3M | -25.7% | +8.1% | -33.8% | -27.6% |
| 6M | -43.4% | +19.3% | -62.7% | -47.1% |
| YTD | -0.7% | +31.1% | -31.7% | -11.0% |
| 1Y | -4.3% | +32.8% | -37.1% | -14.7% |
| 3Y | -21.7% | +135.8% | -157.5% | -43.6% |
| 5Y | -20.7% | +85.1% | -105.8% | -43.3% |
| All | -20.7% | +86.1% | -106.9% | -43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling