-26.8%
AKAM vs PL
+46.6%
-73.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +14.5% | -17.9% | -5.1% |
| 7D | -7.4% | +10.9% | -18.3% | -8.7% |
| 30D | -24.9% | -16.4% | -8.6% | -23.5% |
| 3M | -27.4% | -39.9% | +12.6% | -23.2% |
| 6M | -45.6% | -63.2% | +17.5% | -40.0% |
| YTD | -8.0% | -27.1% | +19.2% | -6.1% |
| 1Y | -4.1% | +12.2% | -16.3% | -7.0% |
| 3Y | -26.9% | +584.3% | -611.2% | -44.5% |
| 5Y | -26.6% | +37.0% | -63.5% | -42.3% |
| All | -26.8% | +46.6% | -73.5% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling