-42.3%
AKAM vs PLUG
-99.1%
+56.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -8.7% | +12.9% | +5.2% |
| 7D | -3.3% | -2.8% | -0.4% | -3.0% |
| 30D | -21.7% | -18.5% | -3.3% | -19.9% |
| 3M | -28.8% | -35.1% | +6.2% | -25.4% |
| 6M | -43.3% | -56.1% | +12.8% | -38.2% |
| YTD | -4.1% | -30.5% | +26.4% | -2.0% |
| 1Y | -3.9% | -46.5% | +42.6% | +0.5% |
| 3Y | -24.4% | -61.2% | +36.8% | -27.7% |
| 5Y | -23.8% | -96.6% | +72.8% | -10.5% |
| 10Y | +26.4% | +1.5% | +24.9% | -20.4% |
| All | -42.3% | -99.1% | +56.8% | -62.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling