+32.3%
AKAM vs PR
+83.7%
-51.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.2% | -0.2% |
| 7D | +11.2% | +6.7% | +4.5% | +11.0% |
| 30D | -13.4% | -6.1% | -7.2% | -13.3% |
| 3M | -29.5% | +6.9% | -36.4% | -29.6% |
| 6M | -42.1% | +14.6% | -56.7% | -42.3% |
| YTD | -0.8% | +66.1% | -66.9% | -2.1% |
| 1Y | -3.9% | +77.0% | -81.0% | -5.3% |
| 3Y | -21.9% | +93.8% | -115.7% | -23.2% |
| 5Y | -22.4% | +268.2% | -290.6% | -24.2% |
| All | +32.3% | +83.7% | -51.5% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling