-3.6%
SMR vs AKAM
-2.8%
-0.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.2% |
| 7D | +4.4% | -2.1% | +6.5% | +5.0% |
| 30D | +3.4% | -13.9% | +17.4% | +7.6% |
| 3M | -19.2% | -33.8% | +14.6% | -9.4% |
| 6M | -22.6% | +2.2% | -24.8% | -24.1% |
| YTD | -31.5% | +20.6% | -52.1% | -36.8% |
| 1Y | -73.1% | +36.3% | -109.4% | -76.4% |
| 3Y | +55.0% | -0.1% | +55.1% | +43.6% |
| All | -3.6% | -2.8% | -0.8% | -16.7% |
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