-23.0%
AKAM vs ABCL
+185.8%
-208.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.2% |
| 7D | +2.8% | -3.3% | +6.1% | +3.1% |
| 30D | -6.9% | -7.1% | +0.2% | -6.2% |
| 3M | -31.8% | +4.7% | -36.6% | -32.5% |
| 6M | -47.0% | +140.9% | -187.9% | -53.0% |
| YTD | -2.1% | +236.0% | -238.1% | -16.3% |
| 1Y | -3.7% | +217.4% | -221.1% | -17.3% |
| 3Y | -23.0% | +188.7% | -211.7% | -37.2% |
| All | -23.0% | +185.8% | -208.9% | -37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling