+101.1%
AKAM vs ACM
+134.0%
-32.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | +1.5% | -4.6% | +6.1% | +2.5% |
| 30D | -13.0% | +4.1% | -17.1% | -14.0% |
| 3M | -19.4% | -8.3% | -11.1% | -18.4% |
| 6M | +0.3% | -30.1% | +30.4% | +8.2% |
| YTD | +22.4% | -32.6% | +55.0% | +32.0% |
| 1Y | +34.8% | -49.6% | +84.4% | +56.3% |
| 3Y | +1.9% | -23.0% | +25.0% | +6.1% |
| 5Y | -4.6% | +2.0% | -6.6% | -7.1% |
| All | +101.1% | +134.0% | -32.9% | +61.5% |
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