+27.9%
AKAM vs ACM
+132.1%
-104.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.1% |
| 7D | -3.3% | +6.6% | -9.9% | -4.7% |
| 30D | -21.7% | +19.8% | -41.5% | -25.0% |
| 3M | -28.8% | -3.1% | -25.7% | -28.7% |
| 6M | -43.3% | -11.5% | -31.8% | -42.2% |
| YTD | -4.1% | -24.7% | +20.6% | +0.8% |
| 1Y | -3.9% | -45.1% | +41.1% | +9.2% |
| 3Y | -24.4% | -8.9% | -15.5% | -24.3% |
| 5Y | -23.8% | +5.4% | -29.1% | -26.5% |
| All | +27.9% | +132.1% | -104.2% | +3.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling