-4.3%
AKAM vs SRE
+46.9%
-51.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -2.9% |
| 7D | +0.6% | -0.7% | +1.3% | +0.8% |
| 30D | -8.2% | -1.7% | -6.4% | -7.9% |
| 3M | -17.6% | -7.1% | -10.5% | -16.0% |
| 6M | +2.5% | -8.4% | +10.9% | +4.7% |
| YTD | +22.8% | -3.5% | +26.3% | +23.5% |
| 1Y | +39.6% | +5.4% | +34.2% | +36.7% |
| 3Y | +2.3% | +29.5% | -27.2% | -9.3% |
| 5Y | -4.3% | +48.3% | -52.6% | -18.0% |
| All | -4.3% | +46.9% | -51.2% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling