+1,129.0%
ABBV vs AKAM
+164.6%
+964.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.9% | -4.0% | +0.2% |
| 7D | -4.1% | +5.4% | -9.5% | -4.9% |
| 30D | +1.2% | -5.9% | +7.1% | +1.9% |
| 3M | +12.1% | -19.6% | +31.7% | +15.0% |
| 6M | +12.0% | +8.5% | +3.6% | +7.6% |
| YTD | +12.4% | +26.9% | -14.5% | +4.4% |
| 1Y | +22.9% | +41.7% | -18.8% | +11.6% |
| 3Y | +86.8% | +5.8% | +81.0% | +74.7% |
| 5Y | +181.0% | -2.3% | +183.3% | +163.7% |
| 10Y | +497.0% | +111.0% | +386.0% | +361.8% |
| All | +1,129.0% | +164.6% | +964.4% | +814.7% |
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