+17.5%
SPY vs AKAM
+37.1%
-19.6%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.4% |
| 7D | -2.0% | +0.6% | -2.6% | -2.0% |
| 30D | -1.7% | -8.2% | +6.5% | -1.2% |
| 3M | +4.7% | -17.6% | +22.3% | +5.7% |
| 6M | +12.5% | +2.5% | +10.0% | +12.5% |
| YTD | +11.7% | +22.8% | -11.1% | +9.7% |
| 1Y | +17.5% | +39.6% | -22.1% | +14.7% |
| All | +17.5% | +37.1% | -19.6% | +14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling