+229.3%
SAP vs AKAM
+31.5%
+197.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.4% | -0.7% |
| 7D | -2.5% | +0.9% | -3.3% | -3.0% |
| 30D | +7.5% | -14.7% | +22.2% | +10.9% |
| 3M | +11.6% | -25.7% | +37.4% | +18.3% |
| 6M | +37.6% | -43.4% | +81.0% | +54.7% |
| YTD | -2.0% | -0.7% | -1.3% | -10.2% |
| 1Y | -6.4% | -4.3% | -2.0% | -13.3% |
| 3Y | +67.7% | -21.7% | +89.5% | +60.1% |
| 5Y | +75.7% | -20.7% | +96.4% | +64.1% |
| 10Y | +229.3% | +32.4% | +196.9% | +158.5% |
| All | +229.3% | +31.5% | +197.9% | +158.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 10y: compounded portfolio wealth divided by compounded AKAM 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…
10y analysis · Full analysis span regression · 6 months rolling