+20.7%
AKAM vs ACGL
+332.3%
-311.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.2% | -3.5% |
| 7D | -7.4% | -1.1% | -6.3% | -7.2% |
| 30D | -24.9% | +13.1% | -38.1% | -27.0% |
| 3M | -27.4% | +9.8% | -37.2% | -29.0% |
| 6M | -45.6% | +15.3% | -60.9% | -47.6% |
| YTD | -8.0% | +12.7% | -20.7% | -11.0% |
| 1Y | -4.1% | +20.7% | -24.8% | -8.8% |
| 3Y | -26.9% | +34.3% | -61.2% | -32.6% |
| 5Y | -26.6% | +170.6% | -197.1% | -43.4% |
| 10Y | +20.7% | +330.6% | -309.9% | -14.4% |
| All | +20.7% | +332.3% | -311.6% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling