+16.8%
PM vs AKAM
+40.7%
-23.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.3% | +0.5% |
| 7D | -1.2% | +5.4% | -6.6% | -1.2% |
| 30D | -0.2% | -5.9% | +5.7% | -0.1% |
| 3M | +4.9% | -19.6% | +24.5% | +5.4% |
| 6M | +9.0% | +8.5% | +0.6% | +7.4% |
| YTD | +17.8% | +26.9% | -9.2% | +13.9% |
| 1Y | +16.8% | +41.7% | -24.9% | +11.3% |
| All | +16.8% | +40.7% | -23.9% | +11.3% |
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