+101.1%
AKAM vs SRE
+122.3%
-21.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | +1.5% | -0.8% | +2.3% | +1.7% |
| 30D | -13.0% | -3.0% | -10.0% | -12.5% |
| 3M | -19.4% | -8.3% | -11.1% | -17.9% |
| 6M | +0.3% | -8.9% | +9.2% | +2.2% |
| YTD | +22.4% | -4.3% | +26.7% | +23.2% |
| 1Y | +34.8% | +2.7% | +32.1% | +33.4% |
| 3Y | +1.9% | +28.7% | -26.7% | -5.9% |
| 5Y | -4.6% | +47.1% | -51.7% | -14.4% |
| All | +101.1% | +122.3% | -21.2% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 10y: compounded portfolio wealth divided by compounded SRE 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…
10y analysis · Full analysis span regression · 6 months rolling