+63.1%
AKAM vs PR
+152.6%
-89.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.9% | +4.8% | +6.7% |
| 7D | -10.4% | -16.4% | +6.0% | -10.0% |
| 30D | -20.6% | -1.9% | -18.7% | -20.5% |
| 3M | -29.9% | +8.0% | -37.9% | -30.0% |
| 6M | -31.9% | +4.1% | -36.0% | -32.0% |
| YTD | -4.8% | +58.7% | -63.5% | -5.8% |
| 1Y | +13.8% | +75.8% | -62.0% | +12.3% |
| 3Y | -23.4% | +73.2% | -96.5% | -24.5% |
| 5Y | -22.6% | +230.1% | -252.7% | -24.2% |
| 10Y | +26.3% | +67.4% | -41.1% | +56.5% |
| All | +63.1% | +152.6% | -89.4% | +113.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling