-27.5%
AKAM vs SPG
+3,442.1%
-3,469.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | -2.1% | -2.4% | +0.3% | -1.3% |
| 30D | -13.9% | -6.8% | -7.1% | -12.0% |
| 3M | -33.8% | +2.7% | -36.5% | -34.8% |
| 6M | +2.2% | +5.5% | -3.3% | -0.5% |
| YTD | +20.6% | +15.7% | +4.9% | +13.6% |
| 1Y | +36.3% | +20.9% | +15.4% | +26.5% |
| 3Y | -0.1% | +112.4% | -112.5% | -23.7% |
| 5Y | -7.5% | +101.4% | -108.9% | -29.6% |
| 10Y | +90.2% | +60.6% | +29.5% | +36.0% |
| All | -27.5% | +3,442.1% | -3,469.6% | -93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling