+411.1%
PWR vs AKAM
-21.8%
+432.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | -0.4% |
| 7D | +11.3% | +2.8% | +8.5% | +10.4% |
| 30D | -8.9% | -6.9% | -2.0% | -7.4% |
| 3M | -10.5% | -31.8% | +21.3% | -2.7% |
| 6M | -22.2% | -47.0% | +24.8% | -11.2% |
| YTD | +42.7% | -2.1% | +44.9% | +36.8% |
| 1Y | +41.1% | -3.7% | +44.8% | +35.7% |
| 3Y | +242.7% | -23.0% | +265.8% | +239.6% |
| All | +411.1% | -21.8% | +432.9% | +374.5% |
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 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