+34.8%
AKAM vs SPYG
+17.9%
+16.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -1.0% |
| 7D | +1.5% | -0.9% | +2.4% | +2.2% |
| 30D | -13.0% | -1.5% | -11.5% | -11.9% |
| 3M | -19.4% | +3.7% | -23.1% | -21.5% |
| 6M | +0.3% | +16.4% | -16.1% | -6.0% |
| YTD | +22.4% | +13.3% | +9.1% | +16.5% |
| 1Y | +34.8% | +17.9% | +17.0% | +24.5% |
| All | +34.8% | +17.9% | +16.9% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling