-23.5%
AKAM vs PLUG
-96.4%
+72.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +7.4% | -0.7% | +6.1% |
| 7D | -10.4% | +5.8% | -16.2% | -10.8% |
| 30D | -20.6% | -18.5% | -2.0% | -19.2% |
| 3M | -29.9% | -30.0% | 0.0% | -27.8% |
| 6M | -31.9% | -56.2% | +24.3% | -27.4% |
| YTD | -4.8% | -26.4% | +21.6% | -3.1% |
| 1Y | +13.8% | -42.2% | +56.1% | +17.4% |
| 3Y | -23.4% | -76.8% | +53.5% | -21.9% |
| All | -23.5% | -96.4% | +72.9% | -8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling