+59.5%
SCHW vs AKAM
-5.1%
+64.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -1.9% | +1.5% | -3.4% | -2.1% |
| 30D | -1.6% | -13.0% | +11.4% | +0.4% |
| 3M | +21.3% | -19.4% | +40.6% | +24.9% |
| 6M | +16.5% | +0.3% | +16.2% | +13.0% |
| YTD | +8.4% | +22.4% | -14.0% | -0.9% |
| 1Y | +15.6% | +34.8% | -19.2% | +2.6% |
| 3Y | +86.8% | +1.9% | +84.9% | +73.0% |
| All | +59.5% | -5.1% | +64.6% | +51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling