-22.0%
AKAM vs PH
+135.6%
-157.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.4% |
| 7D | +11.2% | +7.4% | +3.8% | +8.3% |
| 30D | -13.4% | +0.5% | -13.9% | -13.8% |
| 3M | -29.5% | -10.2% | -19.3% | -26.9% |
| 6M | -42.1% | +8.9% | -51.0% | -44.5% |
| YTD | -0.8% | +9.7% | -10.5% | -6.6% |
| 1Y | -3.9% | +12.8% | -16.8% | -10.9% |
| All | -22.0% | +135.6% | -157.6% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 3y: compounded portfolio wealth divided by compounded PH 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…
3y analysis · Full analysis span regression · 6 months rolling