+208.8%
PM vs AKAM
+104.5%
+104.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.3% | +5.5% | +2.4% |
| 7D | +1.9% | +0.6% | +1.3% | +1.9% |
| 30D | +1.9% | -8.2% | +10.1% | +2.5% |
| 3M | +4.6% | -17.6% | +22.2% | +5.9% |
| 6M | +11.7% | +2.5% | +9.2% | +9.7% |
| YTD | +20.4% | +22.8% | -2.4% | +15.7% |
| 1Y | +19.0% | +39.6% | -20.6% | +12.6% |
| 3Y | +130.4% | +2.3% | +128.0% | +122.4% |
| 5Y | +131.5% | -4.3% | +135.7% | +122.8% |
| All | +208.8% | +104.5% | +104.3% | +171.0% |
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