-19.1%
AKAM vs ABCL
-79.6%
+60.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.3% |
| 7D | -3.3% | +2.3% | -5.6% | -3.4% |
| 30D | -21.7% | -0.7% | -21.1% | -21.7% |
| 3M | -28.8% | +33.4% | -62.3% | -30.8% |
| 6M | -43.3% | +137.8% | -181.1% | -48.0% |
| YTD | -4.1% | +264.3% | -268.4% | -14.8% |
| 1Y | -3.9% | +209.2% | -213.1% | -13.9% |
| 3Y | -24.4% | +208.4% | -232.8% | -34.6% |
| 5Y | -23.8% | -11.9% | -11.9% | -32.0% |
| All | -19.1% | -79.6% | +60.4% | -28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling