+1.9%
AKAM vs PSKY
-18.9%
+20.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.5% |
| 7D | +1.5% | -2.4% | +3.9% | +1.7% |
| 30D | -13.0% | +11.6% | -24.6% | -14.1% |
| 3M | -19.4% | +1.5% | -20.9% | -19.7% |
| 6M | +0.3% | +7.7% | -7.4% | -0.9% |
| YTD | +22.4% | -20.1% | +42.5% | +24.6% |
| 1Y | +34.8% | -38.3% | +73.1% | +41.3% |
| 3Y | +1.9% | -17.7% | +19.7% | -2.9% |
| All | +1.9% | -18.9% | +20.9% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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