-21.3%
AKAM vs PR
+273.3%
-294.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.6% | -1.5% |
| 7D | +2.8% | +6.0% | -3.2% | +2.1% |
| 30D | -6.9% | -4.2% | -2.7% | -6.4% |
| 3M | -31.8% | +10.0% | -41.8% | -32.7% |
| 6M | -47.0% | +15.6% | -62.6% | -48.1% |
| YTD | -2.1% | +68.2% | -70.3% | -9.0% |
| 1Y | -3.7% | +79.2% | -82.9% | -11.3% |
| 3Y | -23.0% | +94.9% | -118.0% | -30.5% |
| All | -21.3% | +273.3% | -294.6% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling