-6.6%
AKAM vs ABCL
-41.3%
+34.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.1% |
| 7D | -2.1% | +0.7% | -2.8% | -2.2% |
| 30D | -13.9% | +93.1% | -107.0% | -20.1% |
| 3M | -33.8% | +79.4% | -113.3% | -38.5% |
| 6M | +2.2% | +214.9% | -212.7% | -10.6% |
| YTD | +20.6% | +234.2% | -213.6% | +4.5% |
| 1Y | +36.3% | +174.8% | -138.4% | +19.0% |
| 3Y | -0.1% | +104.5% | -104.6% | -14.3% |
| All | -6.6% | -41.3% | +34.6% | -16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling