+0.9%
AKAM vs SYF
+170.1%
-169.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.7% |
| 7D | -0.8% | +2.6% | -3.4% | -1.4% |
| 30D | -4.5% | 0.0% | -4.5% | -4.5% |
| 3M | -25.6% | +11.9% | -37.5% | -28.0% |
| 6M | +5.7% | +18.9% | -13.2% | -0.1% |
| YTD | +21.0% | -4.6% | +25.6% | +21.4% |
| 1Y | +33.9% | +6.4% | +27.5% | +29.0% |
| 3Y | +0.9% | +167.2% | -166.3% | -21.8% |
| All | +0.9% | +170.1% | -169.2% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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