-27.5%
AKAM vs ACGL
+7,042.2%
-7,069.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.6% |
| 7D | -2.1% | -0.7% | -1.3% | -1.9% |
| 30D | -13.9% | -1.0% | -12.9% | -13.7% |
| 3M | -33.8% | +11.0% | -44.9% | -36.4% |
| 6M | +2.2% | -0.3% | +2.5% | +1.6% |
| YTD | +20.6% | +2.3% | +18.3% | +18.6% |
| 1Y | +36.3% | +6.4% | +29.9% | +32.1% |
| 3Y | -0.1% | +34.0% | -34.1% | -12.1% |
| 5Y | -7.5% | +161.6% | -169.2% | -36.9% |
| 10Y | +90.2% | +278.6% | -188.4% | +4.7% |
| All | -27.5% | +7,042.2% | -7,069.8% | -79.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling