-27.5%
AKAM vs PTC
+212.3%
-239.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.0% | +4.8% | +1.6% |
| 7D | -2.1% | -10.3% | +8.2% | +2.9% |
| 30D | -13.9% | +1.1% | -15.1% | -14.8% |
| 3M | -33.8% | +1.6% | -35.4% | -35.7% |
| 6M | +2.2% | -13.5% | +15.6% | +6.4% |
| YTD | +20.6% | -19.1% | +39.6% | +29.2% |
| 1Y | +36.3% | -33.9% | +70.2% | +60.2% |
| 3Y | -0.1% | -3.9% | +3.8% | -3.5% |
| 5Y | -7.5% | +6.0% | -13.6% | -17.9% |
| 10Y | +90.2% | +223.7% | -133.6% | -16.1% |
| All | -27.5% | +212.3% | -239.8% | -78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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