+45.3%
SO vs AKAM
+1.6%
+43.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.0% |
| 7D | +1.0% | -0.8% | +1.8% | +1.0% |
| 30D | -3.2% | -4.5% | +1.3% | -3.2% |
| 3M | -1.7% | -25.6% | +23.9% | -1.2% |
| 6M | -7.2% | +5.7% | -12.9% | -8.0% |
| YTD | +4.6% | +21.0% | -16.5% | +3.1% |
| 1Y | +1.2% | +33.9% | -32.7% | -0.7% |
| 3Y | +45.3% | +0.9% | +44.4% | +37.5% |
| All | +45.3% | +1.6% | +43.7% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling