-42.8%
AKAM vs PPL
+775.5%
-818.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.6% | +7.3% | +6.9% |
| 7D | -10.4% | +0.4% | -10.8% | -10.6% |
| 30D | -20.6% | +5.4% | -26.0% | -21.9% |
| 3M | -29.9% | +4.3% | -34.2% | -31.0% |
| 6M | -31.9% | -1.3% | -30.6% | -32.1% |
| YTD | -4.8% | +4.7% | -9.5% | -7.0% |
| 1Y | +13.8% | +1.3% | +12.6% | +12.3% |
| 3Y | -23.4% | +57.2% | -80.6% | -34.8% |
| 5Y | -22.6% | +48.2% | -70.8% | -33.3% |
| 10Y | +26.3% | +62.7% | -36.5% | +0.7% |
| All | -42.8% | +775.5% | -818.3% | -50.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling