+196.4%
SO vs AKAM
+29.8%
+166.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.6% | +1.3% |
| 7D | +1.4% | +2.8% | -1.4% | +1.1% |
| 30D | +4.7% | -6.9% | +11.6% | +5.2% |
| 3M | +1.7% | -31.8% | +33.5% | +5.2% |
| 6M | +2.2% | -47.0% | +49.2% | +8.2% |
| YTD | +10.0% | -2.1% | +12.1% | +6.3% |
| 1Y | +6.0% | -3.7% | +9.7% | +2.7% |
| 3Y | +54.1% | -23.0% | +77.2% | +51.6% |
| 5Y | +79.6% | -23.4% | +103.1% | +74.4% |
| All | +196.4% | +29.8% | +166.6% | +176.3% |
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