+78.3%
AKAM vs SYF
+340.9%
-262.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -2.1% | +2.4% | -4.5% | -2.6% |
| 30D | -13.9% | +0.8% | -14.8% | -14.1% |
| 3M | -33.8% | +13.4% | -47.2% | -35.8% |
| 6M | +2.2% | +16.3% | -14.2% | -1.7% |
| YTD | +20.6% | -3.0% | +23.6% | +20.0% |
| 1Y | +36.3% | +5.7% | +30.6% | +33.0% |
| 3Y | -0.1% | +160.1% | -160.2% | -19.6% |
| 5Y | -7.5% | +88.5% | -96.1% | -22.9% |
| 10Y | +90.2% | +263.1% | -172.9% | +29.8% |
| All | +78.3% | +340.9% | -262.6% | +16.9% |
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