+0.8%
SCHW vs AKAM
+16.2%
-15.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.3% | +4.6% |
| 7D | +5.2% | -12.4% | +17.6% | +5.6% |
| 30D | -4.7% | -20.4% | +15.7% | -4.2% |
| 3M | -11.9% | -30.3% | +18.4% | -11.2% |
| 6M | +2.7% | -18.8% | +21.5% | +2.4% |
| YTD | -5.6% | -1.5% | -4.1% | -8.1% |
| 1Y | +0.8% | +19.4% | -18.6% | -3.5% |
| All | +0.8% | +16.2% | -15.4% | -3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling