+280.4%
SHW vs AKAM
+103.9%
+176.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.2% | +1.9% |
| 7D | -3.1% | +1.5% | -4.6% | -3.4% |
| 30D | -10.0% | -13.0% | +3.0% | -7.7% |
| 3M | +2.3% | -19.4% | +21.6% | +5.9% |
| 6M | +0.7% | +0.3% | +0.4% | -2.9% |
| YTD | +0.5% | +22.4% | -21.9% | -8.8% |
| 1Y | -11.5% | +34.8% | -46.3% | -22.0% |
| 3Y | +21.3% | +1.9% | +19.4% | +11.8% |
| 5Y | +12.5% | -4.6% | +17.1% | +3.5% |
| All | +280.4% | +103.9% | +176.5% | +191.5% |
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