+182.0%
SLV vs AKAM
+31.6%
+150.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.1% | -3.3% |
| 7D | -3.9% | +11.2% | -15.1% | -5.0% |
| 30D | -15.6% | -13.4% | -2.3% | -14.5% |
| 3M | -23.6% | -29.5% | +5.9% | -21.1% |
| 6M | -42.6% | -42.1% | -0.4% | -39.6% |
| YTD | -30.0% | -0.8% | -29.2% | -30.4% |
| 1Y | -6.6% | -3.9% | -2.7% | -6.9% |
| 3Y | +121.8% | -21.9% | +143.7% | +123.3% |
| 5Y | +92.7% | -22.4% | +115.0% | +91.8% |
| All | +182.0% | +31.6% | +150.4% | +173.4% |
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