+97.4%
AKAM vs PLUG
+56.9%
+40.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.1% | -3.8% | +0.1% |
| 7D | -0.8% | +8.1% | -8.9% | -1.4% |
| 30D | -4.5% | +3.7% | -8.1% | -4.7% |
| 3M | -25.6% | -29.2% | +3.6% | -23.9% |
| 6M | +5.7% | +6.1% | -0.4% | +4.8% |
| YTD | +21.0% | +14.7% | +6.3% | +18.8% |
| 1Y | +33.9% | +56.9% | -23.1% | +27.1% |
| 3Y | +0.9% | -71.6% | +72.5% | 0.0% |
| 5Y | -6.9% | -91.0% | +84.2% | -3.4% |
| 10Y | +97.4% | +55.9% | +41.5% | +65.6% |
| All | +97.4% | +56.9% | +40.5% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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