+333.1%
SLV vs AKAM
+206.3%
+126.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.1% |
| 7D | -0.3% | -2.1% | +1.8% | -0.1% |
| 30D | +6.7% | -13.9% | +20.6% | +8.1% |
| 3M | -10.7% | -33.8% | +23.1% | -7.4% |
| 6M | -20.6% | +2.2% | -22.8% | -21.3% |
| YTD | -7.1% | +20.6% | -27.7% | -9.7% |
| 1Y | +62.0% | +36.3% | +25.7% | +55.3% |
| 3Y | +169.8% | -0.1% | +169.9% | +163.9% |
| 5Y | +161.5% | -7.5% | +169.0% | +155.9% |
| 10Y | +224.4% | +90.2% | +134.2% | +191.6% |
| All | +333.1% | +206.3% | +126.8% | +201.0% |
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