+19.4%
AKAM vs ACM
-46.6%
+66.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -0.9% |
| 7D | -12.4% | +9.5% | -21.9% | -12.9% |
| 30D | -20.4% | +14.7% | -35.1% | -21.1% |
| 3M | -30.3% | -9.5% | -20.8% | -30.4% |
| 6M | -18.8% | -18.0% | -0.7% | -18.7% |
| YTD | -1.5% | -27.3% | +25.8% | -4.8% |
| 1Y | +19.4% | -47.0% | +66.4% | +23.5% |
| All | +19.4% | -46.6% | +66.0% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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