+77.2%
SPYM vs AKAM
+0.9%
+76.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +0.9% |
| 7D | -0.8% | +1.5% | -2.3% | -1.0% |
| 30D | -1.1% | -13.0% | +11.9% | +0.6% |
| 3M | +3.9% | -19.4% | +23.3% | +6.4% |
| 6M | +13.6% | +0.3% | +13.3% | +11.6% |
| YTD | +12.7% | +22.4% | -9.7% | +5.7% |
| 1Y | +17.6% | +34.8% | -17.2% | +7.7% |
| 3Y | +77.2% | +1.9% | +75.3% | +56.8% |
| All | +77.2% | +0.9% | +76.4% | +56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling