+32.4%
AKAM vs ACM
+130.8%
-98.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.1% | +3.7% |
| 7D | +0.9% | +3.0% | -2.1% | +0.2% |
| 30D | -14.7% | +19.7% | -34.4% | -18.3% |
| 3M | -25.7% | +5.3% | -31.0% | -26.9% |
| 6M | -43.4% | -10.8% | -32.6% | -42.3% |
| YTD | -0.7% | -25.1% | +24.4% | +4.5% |
| 1Y | -4.3% | -45.8% | +41.4% | +9.1% |
| 3Y | -21.7% | -9.4% | -12.4% | -21.5% |
| 5Y | -20.7% | +4.8% | -25.5% | -23.4% |
| 10Y | +32.4% | +129.8% | -97.3% | +7.5% |
| All | +32.4% | +130.8% | -98.4% | +7.5% |
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 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