+51.4%
PYPL vs AKAM
+52.0%
-0.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.6% |
| 7D | +2.7% | -2.1% | +4.8% | +3.4% |
| 30D | -4.9% | -13.9% | +9.1% | -0.5% |
| 3M | +28.9% | -33.8% | +62.7% | +45.8% |
| 6M | +18.2% | +2.2% | +16.1% | +9.5% |
| YTD | -5.0% | +20.6% | -25.6% | -18.7% |
| 1Y | -18.8% | +36.3% | -55.1% | -34.4% |
| 3Y | -12.6% | -0.1% | -12.5% | -22.7% |
| 5Y | -80.8% | -7.5% | -73.2% | -82.6% |
| 10Y | +49.9% | +90.2% | -40.3% | +7.1% |
| All | +51.4% | +52.0% | -0.6% | +9.3% |
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 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