-16.4%
AKAM vs ABCL
-81.0%
+64.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.6% | +0.1% |
| 7D | +11.2% | +4.4% | +6.8% | +10.7% |
| 30D | -13.4% | -7.9% | -5.5% | -12.8% |
| 3M | -29.5% | +12.2% | -41.7% | -30.4% |
| 6M | -42.1% | +134.7% | -176.9% | -46.8% |
| YTD | -0.8% | +239.8% | -240.6% | -11.4% |
| 1Y | -3.9% | +192.7% | -196.6% | -13.5% |
| 3Y | -21.9% | +187.6% | -209.5% | -32.0% |
| 5Y | -22.4% | -22.6% | +0.3% | -30.3% |
| All | -16.4% | -81.0% | +64.6% | -26.1% |
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