+358.3%
SE vs AKAM
+66.9%
+291.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.9% | +0.8% |
| 7D | -1.5% | +11.2% | -12.7% | -5.3% |
| 30D | -22.3% | -13.4% | -8.9% | -19.0% |
| 3M | -41.8% | -29.5% | -12.3% | -35.4% |
| 6M | -22.4% | -42.1% | +19.7% | -8.5% |
| YTD | -41.6% | -0.8% | -40.8% | -49.4% |
| 1Y | -48.0% | -3.9% | -44.1% | -54.3% |
| 3Y | +63.9% | -21.9% | +85.7% | +51.1% |
| 5Y | -78.2% | -22.4% | -55.8% | -79.8% |
| All | +358.3% | +66.9% | +291.4% | +267.0% |
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