+97.4%
AKAM vs P
+712.4%
-615.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.3% | +0.1% |
| 7D | -0.8% | +7.8% | -8.6% | -2.2% |
| 30D | -4.5% | +12.3% | -16.8% | -6.8% |
| 3M | -25.6% | +37.1% | -62.7% | -30.2% |
| 6M | +5.7% | +66.1% | -60.3% | -4.4% |
| YTD | +21.0% | +50.9% | -29.9% | +10.4% |
| 1Y | +33.9% | +27.2% | +6.7% | +23.5% |
| 3Y | +0.9% | +158.7% | -157.8% | -22.5% |
| 5Y | -6.9% | +291.1% | -298.0% | -35.6% |
| 10Y | +97.4% | +715.0% | -617.6% | +17.5% |
| All | +97.4% | +712.4% | -615.0% | +17.5% |
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