+219.5%
SLV vs AKAM
+148.6%
+70.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.1% |
| 7D | -5.8% | +2.8% | -8.6% | -6.1% |
| 30D | -12.1% | -6.9% | -5.2% | -11.7% |
| 3M | -24.1% | -31.8% | +7.7% | -21.5% |
| 6M | -44.4% | -47.0% | +2.6% | -41.2% |
| YTD | -31.5% | -2.1% | -29.4% | -32.2% |
| 1Y | -6.9% | -3.7% | -3.3% | -7.8% |
| 3Y | +116.0% | -23.0% | +139.1% | +116.2% |
| 5Y | +88.4% | -23.4% | +111.8% | +87.5% |
| 10Y | +167.9% | +30.5% | +137.5% | +149.5% |
| All | +219.5% | +148.6% | +70.9% | +126.0% |
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