+783.1%
SPY vs AKAM
-22.4%
+805.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +1.0% | -0.2% |
| 7D | +2.6% | +2.8% | -0.2% | +2.2% |
| 30D | -2.0% | -6.9% | +4.9% | -1.2% |
| 3M | -2.8% | -31.8% | +29.1% | +1.7% |
| 6M | +2.1% | -47.0% | +49.1% | +10.0% |
| YTD | +11.5% | -2.1% | +13.6% | +9.1% |
| 1Y | +13.5% | -3.7% | +17.1% | +11.2% |
| 3Y | +77.7% | -23.0% | +100.7% | +77.0% |
| 5Y | +72.6% | -23.4% | +96.0% | +71.4% |
| 10Y | +308.2% | +30.5% | +277.7% | +273.6% |
| All | +783.1% | -22.4% | +805.5% | +500.7% |
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 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