+124.3%
PM vs AKAM
+1.6%
+122.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.2% |
| 7D | -1.3% | -0.8% | -0.5% | -1.3% |
| 30D | -2.6% | -4.5% | +1.9% | -2.6% |
| 3M | +5.8% | -25.6% | +31.4% | +6.1% |
| 6M | +10.6% | +5.7% | +4.8% | +9.8% |
| YTD | +17.2% | +21.0% | -3.9% | +16.0% |
| 1Y | +17.6% | +33.9% | -16.2% | +16.4% |
| 3Y | +124.3% | +0.9% | +123.4% | +110.8% |
| All | +124.3% | +1.6% | +122.7% | +110.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling