+52.8%
AKAM vs PR
+147.8%
-95.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -4.9% | -4.6% | -9.3% |
| 7D | -21.7% | -16.5% | -5.1% | -21.4% |
| 30D | -28.3% | -4.5% | -23.8% | -28.3% |
| 3M | -36.3% | +8.5% | -44.9% | -36.5% |
| 6M | -34.0% | -3.3% | -30.7% | -34.0% |
| YTD | -10.8% | +55.7% | -66.5% | -11.8% |
| 1Y | +6.7% | +82.0% | -75.4% | +5.1% |
| 3Y | -28.3% | +62.5% | -90.7% | -29.3% |
| 5Y | -27.4% | +223.9% | -251.4% | -28.9% |
| 10Y | +18.3% | +64.2% | -45.9% | +46.6% |
| All | +52.8% | +147.8% | -95.0% | +99.7% |
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 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