+3,781.0%
SHOP vs AKAM
+29.8%
+3,751.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.6% | +0.8% |
| 7D | -1.2% | +2.8% | -4.0% | -2.7% |
| 30D | -14.7% | -6.9% | -7.9% | -12.3% |
| 3M | -7.2% | -31.8% | +24.6% | +9.3% |
| 6M | +54.2% | -47.0% | +101.2% | +101.7% |
| YTD | -8.6% | -2.1% | -6.5% | -25.6% |
| 1Y | +0.5% | -3.7% | +4.2% | -17.4% |
| 3Y | +135.9% | -23.0% | +159.0% | +112.9% |
| 5Y | -11.9% | -23.4% | +11.5% | -18.2% |
| All | +3,781.0% | +29.8% | +3,751.2% | +2,467.9% |
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