+7.5%
SMR vs AKAM
+2.3%
+5.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.9% | -8.2% | -4.7% |
| 7D | +13.1% | +5.4% | +7.7% | +11.3% |
| 30D | +17.8% | -5.9% | +23.6% | +19.7% |
| 3M | +8.1% | -19.6% | +27.7% | +14.4% |
| 6M | -11.1% | +8.5% | -19.6% | -14.4% |
| YTD | -23.7% | +26.9% | -50.6% | -30.6% |
| 1Y | -69.4% | +41.7% | -111.1% | -73.4% |
| 3Y | +82.6% | +5.8% | +76.8% | +66.4% |
| All | +7.5% | +2.3% | +5.1% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling