+30.5%
AKAM vs P
+652.0%
-621.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -1.0% |
| 7D | +2.8% | +11.6% | -8.8% | +0.5% |
| 30D | -6.9% | -23.7% | +16.8% | -2.2% |
| 3M | -31.8% | -8.0% | -23.9% | -31.2% |
| 6M | -47.0% | +27.9% | -74.9% | -50.1% |
| YTD | -2.1% | +61.2% | -63.3% | -12.2% |
| 1Y | -3.7% | +28.6% | -32.3% | -11.4% |
| 3Y | -23.0% | +200.5% | -223.5% | -42.8% |
| 5Y | -23.4% | +282.9% | -306.4% | -47.2% |
| All | +30.5% | +652.0% | -621.5% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling