+836.5%
PM vs AKAM
+187.4%
+649.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.5% | -2.5% | +0.7% |
| 7D | -7.1% | +0.9% | -7.9% | -7.2% |
| 30D | -2.8% | -14.7% | +11.9% | -1.2% |
| 3M | +6.3% | -25.7% | +32.0% | +9.5% |
| 6M | +9.6% | -43.4% | +53.0% | +16.1% |
| YTD | +25.6% | -0.7% | +26.3% | +21.7% |
| 1Y | +29.7% | -4.3% | +34.0% | +26.2% |
| 3Y | +147.6% | -21.7% | +169.3% | +143.1% |
| 5Y | +160.1% | -20.7% | +180.8% | +152.2% |
| 10Y | +260.9% | +32.4% | +228.5% | +215.5% |
| All | +836.5% | +187.4% | +649.1% | +457.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling