+828.4%
SPYM vs AKAM
+504.7%
+323.7%
-54.5%
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% | -0.1% |
| 7D | +0.1% | -2.1% | +2.2% | +0.5% |
| 30D | +0.1% | -13.9% | +14.0% | +2.8% |
| 3M | +2.0% | -33.8% | +35.8% | +9.8% |
| 6M | +13.1% | +2.2% | +10.9% | +9.8% |
| YTD | +13.6% | +20.6% | -7.0% | +5.8% |
| 1Y | +20.1% | +36.3% | -16.2% | +8.6% |
| 3Y | +77.6% | -0.1% | +77.7% | +67.9% |
| 5Y | +82.5% | -7.5% | +90.1% | +73.9% |
| 10Y | +317.6% | +90.2% | +227.4% | +238.8% |
| All | +828.4% | +504.7% | +323.7% | +444.5% |
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