+763.1%
PM vs AKAM
+248.9%
+514.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.8% |
| 7D | -4.9% | -2.1% | -2.8% | -4.6% |
| 30D | -3.4% | -13.9% | +10.6% | -1.8% |
| 3M | +5.2% | -33.8% | +39.0% | +10.1% |
| 6M | +3.7% | +2.2% | +1.5% | +1.4% |
| YTD | +15.8% | +20.6% | -4.8% | +10.2% |
| 1Y | +17.4% | +36.3% | -18.9% | +9.6% |
| 3Y | +116.9% | -0.1% | +117.0% | +107.7% |
| 5Y | +117.3% | -7.5% | +124.9% | +108.2% |
| 10Y | +193.8% | +90.2% | +103.6% | +145.6% |
| All | +763.1% | +248.9% | +514.3% | +404.6% |
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