-14.4%
SMR vs AKAM
-1.3%
-13.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.3% | -15.4% | -15.6% |
| 7D | -11.2% | +1.5% | -12.7% | -11.6% |
| 30D | -10.2% | -13.0% | +2.8% | -6.5% |
| 3M | -10.0% | -19.4% | +9.3% | -4.9% |
| 6M | -30.5% | +0.3% | -30.8% | -31.4% |
| YTD | -39.2% | +22.4% | -61.6% | -44.1% |
| 1Y | -75.5% | +34.8% | -110.4% | -78.4% |
| 3Y | +45.4% | +1.9% | +43.5% | +34.0% |
| All | -14.4% | -1.3% | -13.1% | -26.4% |
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