+826.4%
PM vs AKAM
+177.6%
+648.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.7% | +0.1% |
| 7D | -6.6% | -3.3% | -3.4% | -6.3% |
| 30D | -3.4% | -21.7% | +18.3% | -0.9% |
| 3M | +5.3% | -28.8% | +34.2% | +9.0% |
| 6M | +15.5% | -43.3% | +58.9% | +22.2% |
| YTD | +24.3% | -4.1% | +28.3% | +20.9% |
| 1Y | +29.7% | -3.9% | +33.6% | +26.1% |
| 3Y | +144.9% | -24.4% | +169.3% | +141.5% |
| 5Y | +159.0% | -23.8% | +182.8% | +152.4% |
| 10Y | +250.9% | +26.4% | +224.5% | +208.6% |
| All | +826.4% | +177.6% | +648.9% | +453.5% |
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