-27.3%
AKAM vs PHM
+3,006.1%
-3,033.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.9% | +1.5% |
| 7D | -0.8% | -2.5% | +1.7% | 0.0% |
| 30D | -4.5% | -9.7% | +5.2% | -1.5% |
| 3M | -25.6% | +2.2% | -27.8% | -26.8% |
| 6M | +5.7% | -5.7% | +11.4% | +6.4% |
| YTD | +21.0% | +2.8% | +18.2% | +17.8% |
| 1Y | +33.9% | -14.4% | +48.3% | +38.2% |
| 3Y | +0.9% | +52.2% | -51.3% | -16.5% |
| 5Y | -6.9% | +154.3% | -161.1% | -37.3% |
| 10Y | +97.4% | +545.9% | -448.5% | -15.8% |
| All | -27.3% | +3,006.1% | -3,033.3% | -87.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling