+128.5%
SLV vs AKAM
-24.0%
+152.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.3% | -7.7% | -3.9% |
| 7D | +3.7% | -3.3% | +6.9% | +3.9% |
| 30D | -15.2% | -21.7% | +6.6% | -13.1% |
| 3M | -21.8% | -28.8% | +7.1% | -19.3% |
| 6M | -36.3% | -43.3% | +7.0% | -33.2% |
| YTD | -27.8% | -4.1% | -23.8% | -26.8% |
| 1Y | +1.5% | -3.9% | +5.4% | +2.9% |
| 3Y | +128.5% | -24.4% | +152.9% | +110.4% |
| All | +128.5% | -24.0% | +152.5% | +110.4% |
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 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