+63.3%
PYPL vs AKAM
+23.4%
+39.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.1% |
| 7D | +0.1% | +2.8% | -2.7% | -0.9% |
| 30D | +5.7% | -6.9% | +12.5% | +7.2% |
| 3M | -1.9% | -31.8% | +29.9% | +8.9% |
| 6M | +31.8% | -47.0% | +78.8% | +57.0% |
| YTD | +2.4% | -2.1% | +4.6% | -7.9% |
| 1Y | -8.2% | -3.7% | -4.6% | -17.1% |
| 3Y | +10.2% | -23.0% | +33.3% | +4.6% |
| 5Y | -71.2% | -23.4% | -47.8% | -72.9% |
| 10Y | +49.6% | +30.5% | +19.1% | +17.5% |
| All | +63.3% | +23.4% | +39.9% | +23.9% |
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