+2.3%
AKAM vs PHM
+47.0%
-44.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.1% | -2.8% |
| 7D | +0.6% | -6.4% | +6.9% | +2.1% |
| 30D | -8.2% | -12.1% | +3.9% | -5.5% |
| 3M | -17.6% | -1.5% | -16.0% | -18.2% |
| 6M | +2.5% | -6.0% | +8.5% | +2.7% |
| YTD | +22.8% | -0.3% | +23.1% | +20.4% |
| 1Y | +39.6% | -13.3% | +52.9% | +42.4% |
| All | +2.3% | +47.0% | -44.7% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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