+799.4%
SPY vs AKAM
-4.3%
+803.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | +0.1% | -2.1% | +2.2% | +0.4% |
| 30D | +0.1% | -13.9% | +14.0% | +1.9% |
| 3M | +2.0% | -33.8% | +35.8% | +7.2% |
| 6M | +13.0% | +2.2% | +10.8% | +11.0% |
| YTD | +13.5% | +20.6% | -7.1% | +8.5% |
| 1Y | +20.0% | +36.3% | -16.3% | +12.5% |
| 3Y | +77.2% | -0.1% | +77.3% | +71.3% |
| 5Y | +81.9% | -7.5% | +89.4% | +76.9% |
| 10Y | +314.1% | +90.2% | +223.9% | +262.5% |
| All | +799.4% | -4.3% | +803.7% | +497.8% |
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