+823.3%
SPYM vs AKAM
+507.0%
+316.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.6% |
| 7D | +0.6% | -0.8% | +1.4% | +0.7% |
| 30D | -0.9% | -4.5% | +3.5% | -0.2% |
| 3M | +3.9% | -25.6% | +29.5% | +9.4% |
| 6M | +14.5% | +5.7% | +8.8% | +10.5% |
| YTD | +13.0% | +21.0% | -8.0% | +5.2% |
| 1Y | +19.4% | +33.9% | -14.5% | +8.4% |
| 3Y | +78.9% | +0.9% | +78.0% | +68.8% |
| 5Y | +82.3% | -6.9% | +89.2% | +73.5% |
| 10Y | +314.7% | +97.4% | +217.3% | +234.3% |
| All | +823.3% | +507.0% | +316.3% | +441.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling