+39.0%
PYPL vs AKAM
+104.5%
-65.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.3% | +5.5% | +3.3% |
| 7D | -5.9% | +0.6% | -6.5% | -6.3% |
| 30D | -9.4% | -8.2% | -1.2% | -7.1% |
| 3M | +31.3% | -17.6% | +48.9% | +37.9% |
| 6M | +19.1% | +2.5% | +16.6% | +9.6% |
| YTD | -7.9% | +22.8% | -30.7% | -22.6% |
| 1Y | -17.9% | +39.6% | -57.5% | -35.3% |
| 3Y | -11.6% | +2.3% | -13.9% | -23.5% |
| 5Y | -81.0% | -4.3% | -76.8% | -83.3% |
| All | +39.0% | +104.5% | -65.5% | +1.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling