+30.5%
AKAM vs PLUG
-25.0%
+55.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -10.5% | +9.1% | -0.6% |
| 7D | +2.8% | -23.4% | +26.2% | +4.7% |
| 30D | -6.9% | -23.4% | +16.6% | -5.1% |
| 3M | -31.8% | -51.7% | +19.9% | -28.2% |
| 6M | -47.0% | -72.0% | +25.0% | -42.3% |
| YTD | -2.1% | -43.7% | +41.5% | +1.0% |
| 1Y | -3.7% | -55.4% | +51.7% | +0.7% |
| 3Y | -23.0% | -68.0% | +45.0% | -23.5% |
| 5Y | -23.4% | -97.4% | +74.0% | -13.6% |
| All | +30.5% | -25.0% | +55.5% | +16.7% |
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