-24.3%
AKAM vs PL
+28.1%
-52.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +10.4% | -3.6% | +5.5% |
| 7D | -10.4% | -6.8% | -3.6% | -9.6% |
| 30D | -20.6% | -29.3% | +8.7% | -17.2% |
| 3M | -29.9% | -44.8% | +14.9% | -25.0% |
| 6M | -31.9% | -68.4% | +36.5% | -23.2% |
| YTD | -4.8% | -36.4% | +31.6% | -1.1% |
| 1Y | +13.8% | +0.7% | +13.1% | +12.2% |
| 3Y | -23.4% | +455.3% | -478.7% | -40.4% |
| 5Y | -22.6% | +22.7% | -45.2% | -38.4% |
| All | -24.3% | +28.1% | -52.4% | -40.2% |
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