+272.5%
PM vs AKAM
+29.8%
+242.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.3% |
| 7D | +0.5% | +2.8% | -2.2% | +0.3% |
| 30D | -3.2% | -6.9% | +3.7% | -2.8% |
| 3M | +6.2% | -31.8% | +38.1% | +8.8% |
| 6M | +7.7% | -47.0% | +54.7% | +12.5% |
| YTD | +27.3% | -2.1% | +29.4% | +23.8% |
| 1Y | +32.8% | -3.7% | +36.5% | +29.3% |
| 3Y | +150.0% | -23.0% | +173.1% | +146.5% |
| 5Y | +164.2% | -23.4% | +187.7% | +157.5% |
| All | +272.5% | +29.8% | +242.6% | +236.4% |
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