-4.6%
AKAM vs ABCL
+184.9%
-189.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +6.7% | 0.0% | +5.6% |
| 7D | -10.4% | -3.2% | -7.2% | -9.9% |
| 30D | -20.6% | -7.4% | -13.2% | -19.6% |
| 3M | -29.9% | +81.9% | -111.8% | -36.9% |
| 6M | -31.9% | +135.7% | -167.6% | -43.5% |
| YTD | -4.8% | +247.4% | -252.1% | -25.8% |
| All | -4.6% | +184.9% | -189.5% | -24.2% |
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