+6,570.0%
SHW vs AKAM
-4.3%
+6,574.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.6% |
| 7D | -3.2% | -2.1% | -1.1% | -3.0% |
| 30D | -9.5% | -13.9% | +4.4% | -8.3% |
| 3M | +11.5% | -33.8% | +45.3% | +15.5% |
| 6M | -3.5% | +2.2% | -5.7% | -5.0% |
| YTD | +3.7% | +20.6% | -16.9% | +0.2% |
| 1Y | -7.9% | +36.3% | -44.2% | -12.2% |
| 3Y | +24.7% | -0.1% | +24.8% | +21.6% |
| 5Y | +13.6% | -7.5% | +21.1% | +11.1% |
| 10Y | +283.0% | +90.2% | +192.8% | +247.4% |
| All | +6,570.0% | -4.3% | +6,574.3% | +4,408.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling