+20.7%
AKAM vs PR
+66.7%
-46.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -3.3% |
| 7D | -7.4% | -12.4% | +5.0% | -7.1% |
| 30D | -24.9% | -6.6% | -18.4% | -24.8% |
| 3M | -27.4% | +7.5% | -34.9% | -27.5% |
| 6M | -45.6% | +10.8% | -56.4% | -45.8% |
| YTD | -8.0% | +57.0% | -65.0% | -9.0% |
| 1Y | -4.1% | +67.9% | -72.1% | -5.4% |
| 3Y | -26.9% | +87.6% | -114.5% | -28.1% |
| 5Y | -26.6% | +220.4% | -246.9% | -28.2% |
| 10Y | +20.7% | +64.8% | -44.1% | +51.4% |
| All | +20.7% | +66.7% | -46.0% | +51.4% |
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