-40.3%
AKAM vs ALB
+1,556.8%
-1,597.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.5% | +3.2% |
| 7D | +0.9% | +1.1% | -0.2% | +0.3% |
| 30D | -14.7% | -2.6% | -12.1% | -14.3% |
| 3M | -25.7% | -25.6% | -0.1% | -18.4% |
| 6M | -43.4% | -54.0% | +10.7% | -27.1% |
| YTD | -0.7% | -31.6% | +30.9% | +9.0% |
| 1Y | -4.3% | -6.6% | +2.2% | -6.5% |
| 3Y | -21.7% | -14.0% | -7.8% | -30.8% |
| 5Y | -20.7% | -62.5% | +41.8% | -13.2% |
| 10Y | +32.4% | +36.3% | -3.9% | -33.3% |
| All | -40.3% | +1,556.8% | -1,597.1% | -89.1% |
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