+111.0%
AKAM vs ACGL
+270.1%
-159.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.4% | +4.4% | +4.8% |
| 7D | +5.4% | -2.1% | +7.5% | +5.9% |
| 30D | -5.9% | -2.2% | -3.7% | -5.5% |
| 3M | -19.6% | +6.3% | -25.9% | -21.0% |
| 6M | +8.5% | +0.5% | +7.9% | +7.9% |
| YTD | +26.9% | +0.2% | +26.7% | +26.1% |
| 1Y | +41.7% | +7.3% | +34.4% | +38.4% |
| 3Y | +5.8% | +30.8% | -25.0% | -2.1% |
| 5Y | -2.3% | +155.8% | -158.1% | -23.9% |
| 10Y | +111.0% | +276.3% | -165.4% | +40.4% |
| All | +111.0% | +270.1% | -159.2% | +40.4% |
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