-41.2%
AKAM vs PHM
+3,192.8%
-3,234.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | +2.8% | -4.1% | +6.9% | +4.1% |
| 30D | -6.9% | +16.1% | -23.0% | -11.9% |
| 3M | -31.8% | -2.5% | -29.3% | -31.7% |
| 6M | -47.0% | +12.9% | -59.9% | -49.9% |
| YTD | -2.1% | +9.0% | -11.1% | -7.1% |
| 1Y | -3.7% | +8.2% | -11.9% | -8.5% |
| 3Y | -23.0% | +58.4% | -81.5% | -37.3% |
| 5Y | -23.4% | +159.2% | -182.6% | -48.9% |
| 10Y | +30.5% | +676.9% | -646.4% | -48.1% |
| All | -41.2% | +3,192.8% | -3,234.0% | -90.0% |
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 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