+46.9%
PM vs AKAM
+16.2%
+30.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.6% |
| 7D | +4.3% | -12.4% | +16.7% | +4.1% |
| 30D | +11.5% | -20.4% | +31.9% | +11.3% |
| 3M | +13.0% | -30.3% | +43.4% | +13.1% |
| 6M | +25.9% | -18.8% | +44.7% | +24.1% |
| YTD | +34.0% | -1.5% | +35.5% | +26.5% |
| 1Y | +46.9% | +19.4% | +27.5% | +32.8% |
| All | +46.9% | +16.2% | +30.7% | +32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling