-66.3%
SE vs AKAM
-2.4%
-63.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.9% | -8.9% | -5.5% |
| 7D | -3.6% | +5.4% | -9.0% | -5.2% |
| 30D | -5.3% | -5.9% | +0.6% | -4.0% |
| 3M | +28.1% | -19.6% | +47.7% | +35.4% |
| 6M | +20.7% | +8.5% | +12.2% | +10.1% |
| YTD | -14.8% | +26.9% | -41.7% | -30.2% |
| 1Y | -43.6% | +41.7% | -85.3% | -57.0% |
| 3Y | +184.2% | +5.8% | +178.4% | +138.0% |
| 5Y | -66.3% | -2.3% | -64.0% | -67.8% |
| All | -66.3% | -2.4% | -63.9% | -67.8% |
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