+19.4%
AKAM vs ABCL
+138.2%
-118.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | -12.4% | -10.0% | -2.4% | -11.3% |
| 30D | -20.4% | -10.9% | -9.5% | -19.5% |
| 3M | -30.3% | +101.6% | -132.0% | -36.2% |
| 6M | -18.8% | +167.5% | -186.3% | -29.5% |
| YTD | -1.5% | +259.1% | -260.6% | -14.0% |
| 1Y | +19.4% | +152.2% | -132.8% | -6.9% |
| All | +19.4% | +138.2% | -118.8% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling