+125.1%
PM vs AKAM
-6.8%
+131.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.5% |
| 3M | +5.8% | -25.6% | +31.4% | +7.0% |
| 6M | +10.6% | +5.7% | +4.8% | +9.0% |
| YTD | +17.2% | +21.0% | -3.9% | +14.3% |
| 1Y | +17.6% | +33.9% | -16.2% | +14.0% |
| 3Y | +124.3% | +0.9% | +123.4% | +119.3% |
| 5Y | +125.1% | -6.9% | +131.9% | +118.8% |
| All | +125.1% | -6.8% | +131.9% | +118.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling