+32.3%
AKAM vs ACGL
+322.9%
-290.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | +11.2% | -1.2% | +12.4% | +11.4% |
| 30D | -13.4% | +12.8% | -26.2% | -15.7% |
| 3M | -29.5% | +12.3% | -41.8% | -31.4% |
| 6M | -42.1% | +15.8% | -58.0% | -44.3% |
| YTD | -0.8% | +13.9% | -14.7% | -4.3% |
| 1Y | -3.9% | +19.0% | -23.0% | -8.3% |
| 3Y | -21.9% | +33.7% | -55.5% | -27.9% |
| 5Y | -22.4% | +173.4% | -195.8% | -40.3% |
| All | +32.3% | +322.9% | -290.7% | -6.9% |
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