-11.8%
PYPL vs AKAM
+1.6%
-13.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.3% |
| 7D | +1.7% | -0.8% | +2.5% | +1.9% |
| 30D | -9.7% | -4.5% | -5.3% | -9.1% |
| 3M | +29.2% | -25.6% | +54.8% | +35.6% |
| 6M | +13.9% | +5.7% | +8.1% | +6.5% |
| YTD | -8.1% | +21.0% | -29.1% | -18.7% |
| 1Y | -21.4% | +33.9% | -55.3% | -33.1% |
| 3Y | -11.8% | +0.9% | -12.7% | -28.1% |
| All | -11.8% | +1.6% | -13.4% | -28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling