-14.7%
SHOP vs AKAM
-5.8%
-8.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.1% | +1.2% |
| 7D | -13.2% | +0.6% | -13.8% | -13.6% |
| 30D | -17.0% | -8.2% | -8.9% | -14.5% |
| 3M | +17.0% | -17.6% | +34.6% | +24.8% |
| 6M | -2.1% | +2.5% | -4.7% | -14.4% |
| YTD | -21.4% | +22.8% | -44.1% | -42.0% |
| 1Y | -11.0% | +39.6% | -50.6% | -41.5% |
| 3Y | +100.9% | +2.3% | +98.6% | +56.7% |
| 5Y | -14.7% | -4.3% | -10.4% | -20.9% |
| All | -14.7% | -5.8% | -8.9% | -20.9% |
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 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