+482.9%
SCHW vs AKAM
-2.6%
+485.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.0% | +1.5% |
| 7D | -2.8% | +0.6% | -3.4% | -3.0% |
| 30D | -0.1% | -8.2% | +8.1% | +1.7% |
| 3M | +20.6% | -17.6% | +38.2% | +24.9% |
| 6M | +15.9% | +2.5% | +13.4% | +11.4% |
| YTD | +8.5% | +22.8% | -14.3% | -1.0% |
| 1Y | +17.8% | +39.6% | -21.7% | +3.8% |
| 3Y | +88.5% | +2.3% | +86.2% | +74.4% |
| 5Y | +60.6% | -4.3% | +64.9% | +49.7% |
| 10Y | +298.0% | +104.1% | +194.0% | +198.2% |
| All | +482.9% | -2.6% | +485.5% | +188.6% |
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