+33.9%
AKAM vs ACGL
+2.4%
+31.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.1% |
| 7D | -0.8% | -2.9% | +2.1% | -1.1% |
| 30D | -4.5% | -2.8% | -1.6% | -4.7% |
| 3M | -25.6% | +6.8% | -32.4% | -26.1% |
| 6M | +5.7% | -1.5% | +7.3% | +7.1% |
| YTD | +21.0% | -0.2% | +21.3% | +22.0% |
| 1Y | +33.9% | +5.3% | +28.6% | +31.6% |
| All | +33.9% | +2.4% | +31.5% | +31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling