+101.8%
AKAM vs SPY
+318.9%
-217.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -2.8% |
| 7D | +0.6% | -2.0% | +2.6% | +2.3% |
| 30D | -8.2% | -1.7% | -6.5% | -6.8% |
| 3M | -17.6% | +4.7% | -22.3% | -20.6% |
| 6M | +2.5% | +12.5% | -10.0% | -6.5% |
| YTD | +22.8% | +11.7% | +11.1% | +12.4% |
| 1Y | +39.6% | +17.5% | +22.1% | +22.6% |
| 3Y | +2.3% | +76.6% | -74.2% | -34.9% |
| 5Y | -4.3% | +82.0% | -86.3% | -41.0% |
| All | +101.8% | +318.9% | -217.1% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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