+44.7%
AKAM vs SYF
+300.4%
-255.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.2% | -1.5% |
| 7D | +2.8% | -2.0% | +4.8% | +3.2% |
| 30D | -6.9% | +1.2% | -8.1% | -7.1% |
| 3M | -31.8% | -9.4% | -22.5% | -30.6% |
| 6M | -47.0% | +4.4% | -51.4% | -47.8% |
| YTD | -2.1% | -11.9% | +9.8% | -0.8% |
| 1Y | -3.7% | -0.4% | -3.3% | -5.0% |
| 3Y | -23.0% | +159.6% | -182.6% | -37.9% |
| 5Y | -23.4% | +60.9% | -84.3% | -34.2% |
| 10Y | +30.5% | +180.9% | -150.4% | -2.5% |
| All | +44.7% | +300.4% | -255.7% | -3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling