-7.8%
AKAM vs ABCL
+199.8%
-207.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.2% | -8.6% | -4.3% |
| 7D | -7.4% | +12.4% | -19.8% | -9.2% |
| 30D | -24.9% | -0.4% | -24.6% | -25.0% |
| 3M | -27.4% | +80.4% | -107.7% | -34.6% |
| 6M | -45.6% | +138.5% | -184.2% | -54.9% |
| YTD | -8.0% | +265.5% | -273.5% | -29.0% |
| All | -7.8% | +199.8% | -207.6% | -27.4% |
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