-81.2%
PATH vs AKAM
-21.2%
-60.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.7% | -6.8% | -2.8% |
| 7D | -5.3% | -10.4% | +5.1% | -1.3% |
| 30D | -0.5% | -20.6% | +20.0% | +8.4% |
| 3M | -7.1% | -29.9% | +22.8% | +5.3% |
| 6M | +23.8% | -31.9% | +55.7% | +35.3% |
| YTD | -20.7% | -4.8% | -15.9% | -32.2% |
| 1Y | -8.1% | +13.8% | -21.9% | -31.3% |
| 3Y | -21.8% | -23.4% | +1.5% | -26.8% |
| 5Y | -76.8% | -22.6% | -54.3% | -78.7% |
| All | -81.2% | -21.2% | -60.0% | -82.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling