+311.2%
SPY vs AKAM
+104.5%
+206.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | +0.1% |
| 7D | -2.0% | +0.6% | -2.6% | -2.2% |
| 30D | -1.7% | -8.2% | +6.5% | 0.0% |
| 3M | +4.7% | -17.6% | +22.3% | +8.6% |
| 6M | +12.5% | +2.5% | +10.0% | +8.1% |
| YTD | +11.7% | +22.8% | -11.1% | +1.1% |
| 1Y | +17.5% | +39.6% | -22.1% | +1.9% |
| 3Y | +76.6% | +2.3% | +74.2% | +62.1% |
| 5Y | +82.0% | -4.3% | +86.3% | +67.8% |
| All | +311.2% | +104.5% | +206.7% | +214.9% |
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