+136.3%
AKAM vs SPYG
+559.2%
-422.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.2% | +5.3% |
| 7D | +5.4% | +0.3% | +5.1% | +5.0% |
| 30D | -5.9% | -1.7% | -4.2% | -3.8% |
| 3M | -19.6% | +3.6% | -23.3% | -22.9% |
| 6M | +8.5% | +16.6% | -8.1% | -9.7% |
| YTD | +26.9% | +13.4% | +13.6% | +8.7% |
| 1Y | +41.7% | +19.6% | +22.1% | +13.1% |
| 3Y | +5.8% | +99.8% | -94.0% | -56.4% |
| 5Y | -2.3% | +85.0% | -87.3% | -58.4% |
| 10Y | +111.0% | +422.1% | -311.2% | -80.6% |
| All | +136.3% | +559.2% | -422.9% | -82.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling