+2.3%
AKAM vs SPYG
+96.8%
-94.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.4% | -2.6% |
| 7D | +0.6% | -1.8% | +2.4% | +2.0% |
| 30D | -8.2% | -1.9% | -6.3% | -6.7% |
| 3M | -17.6% | +5.2% | -22.7% | -20.4% |
| 6M | +2.5% | +15.6% | -13.0% | -6.7% |
| YTD | +22.8% | +12.4% | +10.4% | +13.8% |
| 1Y | +39.6% | +17.5% | +22.1% | +25.0% |
| All | +2.3% | +96.8% | -94.5% | -34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling