+216.5%
SLV vs AKAM
+104.5%
+111.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.3% | -2.0% | -5.0% |
| 7D | -5.0% | +0.6% | -5.6% | -5.1% |
| 30D | -1.8% | -8.2% | +6.4% | -1.0% |
| 3M | -0.3% | -17.6% | +17.3% | +1.3% |
| 6M | -28.2% | +2.5% | -30.7% | -28.4% |
| YTD | -10.7% | +22.8% | -33.5% | -12.9% |
| 1Y | +53.7% | +39.6% | +14.1% | +47.7% |
| 3Y | +173.7% | +2.3% | +171.3% | +168.5% |
| 5Y | +161.5% | -4.3% | +165.8% | +155.4% |
| All | +216.5% | +104.5% | +111.9% | +193.6% |
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 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