+742.1%
SAP vs AKAM
-4.3%
+746.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | -2.9% | -2.1% | -0.8% | -2.5% |
| 30D | +9.0% | -13.9% | +23.0% | +12.1% |
| 3M | +14.9% | -33.8% | +48.8% | +24.0% |
| 6M | +11.9% | +2.2% | +9.7% | +8.1% |
| YTD | -9.9% | +20.6% | -30.5% | -16.5% |
| 1Y | -19.5% | +36.3% | -55.9% | -27.6% |
| 3Y | +61.8% | -0.1% | +61.9% | +52.7% |
| 5Y | +56.2% | -7.5% | +63.7% | +48.9% |
| 10Y | +180.6% | +90.2% | +90.4% | +125.1% |
| All | +742.1% | -4.3% | +746.4% | +358.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling