-7.8%
AKAM vs ACGL
+21.8%
-29.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.2% | -3.1% |
| 7D | -7.4% | -1.1% | -6.3% | -7.7% |
| 30D | -24.9% | +13.1% | -38.1% | -21.9% |
| 3M | -27.4% | +9.8% | -37.2% | -24.8% |
| 6M | -45.6% | +15.3% | -60.9% | -43.0% |
| YTD | -8.0% | +12.7% | -20.7% | -2.1% |
| All | -7.8% | +21.8% | -29.6% | -6.5% |
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