+161.2%
PANW vs AKAM
+0.9%
+160.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | -0.8% | +1.5% | -2.3% | -1.3% |
| 30D | -14.6% | -13.0% | -1.5% | -11.1% |
| 3M | +18.3% | -19.4% | +37.7% | +25.0% |
| 6M | +100.5% | +0.3% | +100.2% | +95.4% |
| YTD | +79.5% | +22.4% | +57.1% | +61.8% |
| 1Y | +66.7% | +34.8% | +31.9% | +44.4% |
| 3Y | +161.2% | +1.9% | +159.3% | +127.9% |
| All | +161.2% | +0.9% | +160.4% | +127.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 AKAM 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