+553.4%
SE vs AKAM
+105.9%
+447.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | -5.2% | +1.5% | -6.7% | -5.9% |
| 30D | -17.1% | -13.0% | -4.0% | -13.1% |
| 3M | +24.0% | -19.4% | +43.4% | +32.2% |
| 6M | +21.0% | +0.3% | +20.7% | +12.4% |
| YTD | -16.7% | +22.4% | -39.1% | -32.0% |
| 1Y | -45.9% | +34.8% | -80.8% | -58.6% |
| 3Y | +177.8% | +1.9% | +175.9% | +134.0% |
| 5Y | -67.4% | -4.6% | -62.8% | -71.5% |
| All | +553.4% | +105.9% | +447.5% | +393.3% |
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 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