+1,158.7%
PSX vs AKAM
+137.1%
+1,021.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.0% |
| 7D | +7.8% | +2.8% | +5.0% | +7.2% |
| 30D | -10.9% | -6.9% | -4.0% | -10.0% |
| 3M | +14.5% | -31.8% | +46.3% | +21.7% |
| 6M | +56.1% | -47.0% | +103.1% | +73.1% |
| YTD | +109.6% | -2.1% | +111.7% | +99.6% |
| 1Y | +95.5% | -3.7% | +99.2% | +86.7% |
| 3Y | +156.2% | -23.0% | +179.2% | +150.8% |
| 5Y | +310.0% | -23.4% | +333.4% | +295.6% |
| 10Y | +368.0% | +30.5% | +337.6% | +285.6% |
| All | +1,158.7% | +137.1% | +1,021.6% | +774.5% |
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