+32.1%
SNOW vs AKAM
-3.6%
+35.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | +4.9% | -0.8% | +5.7% | +5.4% |
| 30D | +1.5% | -4.5% | +6.0% | +3.3% |
| 3M | +39.5% | -25.6% | +65.1% | +56.2% |
| 6M | +85.9% | +5.7% | +80.2% | +66.0% |
| YTD | +52.9% | +21.0% | +31.9% | +23.9% |
| 1Y | +48.1% | +33.9% | +14.2% | +11.9% |
| 3Y | +102.2% | +0.9% | +101.3% | +70.6% |
| 5Y | +5.5% | -6.9% | +12.3% | -8.4% |
| All | +32.1% | -3.6% | +35.7% | +4.7% |
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