+0.9%
AKAM vs ACM
-19.8%
+20.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -0.8% | -0.3% | -0.5% | -0.7% |
| 30D | -4.5% | -12.9% | +8.5% | -1.4% |
| 3M | -25.6% | -6.4% | -19.2% | -24.9% |
| 6M | +5.7% | -29.2% | +34.9% | +15.3% |
| YTD | +21.0% | -29.9% | +51.0% | +30.1% |
| 1Y | +33.9% | -47.3% | +81.2% | +61.9% |
| 3Y | +0.9% | -19.6% | +20.5% | +2.8% |
| All | +0.9% | -19.8% | +20.7% | +2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling