+0.6%
AKAM vs PR
+73.2%
-72.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.9% |
| 7D | -2.1% | +2.9% | -5.0% | -2.7% |
| 30D | -13.9% | +18.0% | -32.0% | -16.9% |
| 3M | -33.8% | +16.9% | -50.7% | -36.1% |
| 6M | +2.2% | +28.2% | -26.0% | -3.9% |
| YTD | +20.6% | +69.3% | -48.7% | +5.8% |
| 1Y | +36.3% | +69.5% | -33.2% | +19.1% |
| All | +0.6% | +73.2% | -72.5% | -15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling