+1,713.0%
SO vs AKAM
-4.3%
+1,717.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.7% |
| 7D | -0.2% | -2.1% | +1.9% | -0.1% |
| 30D | -4.6% | -13.9% | +9.4% | -4.3% |
| 3M | -3.0% | -33.8% | +30.8% | -2.1% |
| 6M | -8.3% | +2.2% | -10.4% | -8.6% |
| YTD | +3.5% | +20.6% | -17.1% | +2.6% |
| 1Y | -0.9% | +36.3% | -37.2% | -2.1% |
| 3Y | +45.4% | -0.1% | +45.5% | +44.3% |
| 5Y | +59.6% | -7.5% | +67.2% | +58.5% |
| 10Y | +156.6% | +90.2% | +66.4% | +151.1% |
| All | +1,713.0% | -4.3% | +1,717.3% | +1,558.5% |
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 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