-27.5%
AKAM vs ALB
+2,072.7%
-2,100.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | +0.3% |
| 7D | -2.1% | -8.1% | +6.0% | +0.6% |
| 30D | -13.9% | +6.3% | -20.2% | -16.2% |
| 3M | -33.8% | -23.6% | -10.2% | -28.1% |
| 6M | +2.2% | -24.6% | +26.8% | +10.7% |
| YTD | +20.6% | -10.3% | +30.9% | +21.0% |
| 1Y | +36.3% | +61.5% | -25.1% | +9.1% |
| 3Y | -0.1% | -34.0% | +33.9% | -1.9% |
| 5Y | -7.5% | -44.6% | +37.1% | -12.5% |
| 10Y | +90.2% | +76.1% | +14.1% | -12.2% |
| All | -27.5% | +2,072.7% | -2,100.3% | -87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 all: compounded portfolio wealth divided by compounded ALB 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…
all analysis · Full analysis span regression · 6 months rolling