+97.4%
AKAM vs PPL
+55.2%
+42.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -0.8% | +1.8% | -2.6% | -1.2% |
| 30D | -4.5% | -1.1% | -3.4% | -4.3% |
| 3M | -25.6% | 0.0% | -25.6% | -25.7% |
| 6M | +5.7% | -7.6% | +13.3% | +7.1% |
| YTD | +21.0% | +1.7% | +19.3% | +19.7% |
| 1Y | +33.9% | +1.5% | +32.4% | +32.4% |
| 3Y | +0.9% | +55.3% | -54.4% | -10.6% |
| 5Y | -6.9% | +37.7% | -44.6% | -15.4% |
| 10Y | +97.4% | +54.0% | +43.4% | +64.6% |
| All | +97.4% | +55.2% | +42.2% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PPL 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling