+307.8%
SPY vs AKAM
+29.8%
+278.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +1.0% | -0.1% |
| 7D | +2.6% | +2.8% | -0.2% | +1.9% |
| 30D | -2.0% | -6.9% | +4.9% | -0.7% |
| 3M | -2.8% | -31.8% | +29.1% | +5.0% |
| 6M | +2.1% | -47.0% | +49.1% | +16.1% |
| YTD | +11.5% | -2.1% | +13.6% | +5.0% |
| 1Y | +13.5% | -3.7% | +17.1% | +7.2% |
| 3Y | +77.7% | -23.0% | +100.7% | +73.1% |
| 5Y | +72.6% | -23.4% | +96.0% | +65.7% |
| All | +307.8% | +29.8% | +278.0% | +230.7% |
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 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