-27.3%
AKAM vs SPY
+802.1%
-829.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +1.1% |
| 7D | -0.8% | +0.5% | -1.3% | -1.6% |
| 30D | -4.5% | -0.9% | -3.5% | -3.1% |
| 3M | -25.6% | +3.9% | -29.4% | -29.2% |
| 6M | +5.7% | +14.5% | -8.8% | -12.0% |
| YTD | +21.0% | +12.9% | +8.1% | +2.5% |
| 1Y | +33.9% | +19.4% | +14.5% | +4.7% |
| 3Y | +0.9% | +78.5% | -77.6% | -55.7% |
| 5Y | -6.9% | +81.8% | -88.6% | -61.7% |
| 10Y | +97.4% | +311.5% | -214.1% | -79.8% |
| All | -27.3% | +802.1% | -829.3% | -95.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling