-23.7%
AKAM vs PL
+45.6%
-69.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.3% |
| 7D | -3.3% | +5.6% | -8.9% | -4.1% |
| 30D | -21.7% | -16.9% | -4.8% | -20.1% |
| 3M | -28.8% | -38.2% | +9.4% | -25.0% |
| 6M | -43.3% | -63.4% | +20.1% | -37.4% |
| YTD | -4.1% | -27.6% | +23.6% | -2.1% |
| 1Y | -3.9% | +6.6% | -10.5% | -6.3% |
| 3Y | -24.4% | +557.6% | -582.0% | -42.4% |
| 5Y | -23.8% | +39.5% | -63.2% | -40.3% |
| All | -23.7% | +45.6% | -69.3% | -40.8% |
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