+14.9%
AKAM vs P
+469.1%
-454.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.5% | +3.2% | +6.1% |
| 7D | -10.4% | -23.8% | +13.4% | -5.8% |
| 30D | -20.6% | -36.6% | +16.1% | -13.8% |
| 3M | -29.9% | +10.9% | -40.8% | -31.5% |
| 6M | -31.9% | +30.0% | -61.9% | -35.7% |
| YTD | -4.8% | +44.4% | -49.1% | -12.2% |
| 1Y | +13.8% | +3.9% | +9.9% | +9.2% |
| 3Y | -23.4% | +176.6% | -200.0% | -40.9% |
| 5Y | -22.6% | +249.3% | -271.8% | -44.1% |
| 10Y | +26.3% | +726.9% | -700.7% | -23.4% |
| All | +14.9% | +469.1% | -454.2% | -29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling