+2,128.4%
SYK vs AKAM
-2.6%
+2,131.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.3% | -1.7% |
| 7D | -12.3% | +0.6% | -12.9% | -12.4% |
| 30D | -22.4% | -8.2% | -14.3% | -22.0% |
| 3M | -12.3% | -17.6% | +5.2% | -11.2% |
| 6M | -24.3% | +2.5% | -26.8% | -25.4% |
| YTD | -22.8% | +22.8% | -45.5% | -25.3% |
| 1Y | -28.8% | +39.6% | -68.4% | -32.0% |
| 3Y | -4.0% | +2.3% | -6.3% | -6.6% |
| 5Y | +3.8% | -4.3% | +8.1% | +1.3% |
| 10Y | +172.8% | +104.1% | +68.7% | +149.0% |
| All | +2,128.4% | -2.6% | +2,131.0% | +1,598.5% |
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