-2.3%
AKAM vs SPY
+81.0%
-83.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.3% | +5.3% |
| 7D | +5.4% | -0.4% | +5.7% | +5.7% |
| 30D | -5.9% | -1.4% | -4.5% | -4.6% |
| 3M | -19.6% | +3.7% | -23.3% | -22.1% |
| 6M | +8.5% | +13.0% | -4.5% | -2.2% |
| YTD | +26.9% | +12.4% | +14.5% | +14.8% |
| 1Y | +41.7% | +18.5% | +23.2% | +22.2% |
| 3Y | +5.8% | +77.6% | -71.8% | -34.6% |
| 5Y | -2.3% | +81.7% | -84.0% | -42.9% |
| All | -2.3% | +81.0% | -83.3% | -42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling