-23.7%
AKAM vs SRE
+1,990.1%
-2,013.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.4% | +5.1% |
| 7D | +5.4% | +1.5% | +3.9% | +4.8% |
| 30D | -5.9% | +0.8% | -6.7% | -6.4% |
| 3M | -19.6% | -5.8% | -13.9% | -18.1% |
| 6M | +8.5% | -7.8% | +16.3% | +11.3% |
| YTD | +26.9% | -2.4% | +29.3% | +27.2% |
| 1Y | +41.7% | +8.9% | +32.8% | +35.8% |
| 3Y | +5.8% | +31.1% | -25.3% | -8.3% |
| 5Y | -2.3% | +48.6% | -50.9% | -20.5% |
| 10Y | +111.0% | +126.1% | -15.2% | +32.0% |
| All | -23.7% | +1,990.1% | -2,013.9% | -74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling