-42.8%
AKAM vs PLUG
-99.1%
+56.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +7.4% | -0.7% | +5.9% |
| 7D | -10.4% | +5.8% | -16.2% | -10.9% |
| 30D | -20.6% | -18.5% | -2.0% | -18.7% |
| 3M | -29.9% | -30.0% | 0.0% | -27.1% |
| 6M | -31.9% | -56.2% | +24.3% | -25.7% |
| YTD | -4.8% | -26.4% | +21.6% | -3.3% |
| 1Y | +13.8% | -42.2% | +56.1% | +18.3% |
| 3Y | -23.4% | -76.8% | +53.5% | -23.2% |
| 5Y | -22.6% | -96.2% | +73.7% | -10.0% |
| 10Y | +26.3% | +2.1% | +24.1% | -20.5% |
| All | -42.8% | -99.1% | +56.3% | -63.0% |
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