+2.0%
AKAM vs ABCL
-81.2%
+83.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -0.8% | +1.4% | -2.2% | -0.9% |
| 30D | -4.5% | +65.1% | -69.5% | -8.6% |
| 3M | -25.6% | +111.1% | -136.6% | -30.6% |
| 6M | +5.7% | +231.6% | -225.9% | -4.9% |
| YTD | +21.0% | +234.5% | -213.5% | +8.5% |
| 1Y | +33.9% | +174.3% | -140.5% | +20.7% |
| 3Y | +0.9% | +111.5% | -110.6% | -10.7% |
| 5Y | -6.9% | -37.3% | +30.4% | -16.2% |
| All | +2.0% | -81.2% | +83.3% | -9.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling