+2,993.7%
SHOP vs AKAM
+103.9%
+2,889.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.9% |
| 7D | -11.2% | +1.5% | -12.7% | -12.1% |
| 30D | -14.4% | -13.0% | -1.4% | -8.8% |
| 3M | +16.6% | -19.4% | +36.0% | +26.6% |
| 6M | -0.6% | +0.3% | -0.9% | -12.0% |
| YTD | -20.0% | +22.4% | -42.4% | -39.9% |
| 1Y | -11.2% | +34.8% | -46.0% | -38.4% |
| 3Y | +99.5% | +1.9% | +97.5% | +59.3% |
| 5Y | -13.2% | -4.6% | -8.6% | -25.8% |
| All | +2,993.7% | +103.9% | +2,889.8% | +1,679.0% |
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