+61.1%
AKAM vs PBR
+1,916.3%
-1,855.2%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.2% | -5.4% | -3.8% |
| 7D | +0.6% | +4.2% | -3.7% | -0.5% |
| 30D | -8.2% | +22.7% | -30.9% | -13.2% |
| 3M | -17.6% | +21.5% | -39.1% | -22.0% |
| 6M | +2.5% | +24.0% | -21.5% | -4.2% |
| YTD | +22.8% | +88.2% | -65.5% | +2.2% |
| 1Y | +39.6% | +74.8% | -35.2% | +18.5% |
| 3Y | +2.3% | +105.1% | -102.8% | -18.5% |
| 5Y | -4.3% | +572.2% | -576.5% | -48.6% |
| 10Y | +104.1% | +692.7% | -588.7% | -19.2% |
| All | +61.1% | +1,916.3% | -1,855.2% | -72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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