+20.3%
SHW vs AKAM
+4.6%
+15.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.9% | -6.5% | -2.2% |
| 7D | -3.2% | +5.4% | -8.6% | -3.8% |
| 30D | -11.4% | -5.9% | -5.5% | -10.9% |
| 3M | +3.5% | -19.6% | +23.1% | +5.9% |
| 6M | -3.4% | +8.5% | -11.8% | -7.1% |
| YTD | -0.3% | +26.9% | -27.3% | -8.4% |
| 1Y | -10.4% | +41.7% | -52.1% | -20.1% |
| All | +20.3% | +4.6% | +15.7% | +3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling