+44.1%
AKAM vs ALC
+17.1%
+27.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.7% | -0.5% | -2.4% |
| 7D | +0.6% | -7.7% | +8.3% | +3.1% |
| 30D | -8.2% | -11.7% | +3.5% | -4.7% |
| 3M | -17.6% | +0.7% | -18.2% | -18.2% |
| 6M | +2.5% | -17.1% | +19.6% | +7.7% |
| YTD | +22.8% | -15.1% | +37.9% | +27.8% |
| 1Y | +39.6% | -14.1% | +53.7% | +44.5% |
| 3Y | +2.3% | -18.2% | +20.5% | +6.2% |
| 5Y | -4.3% | -19.2% | +14.9% | -2.6% |
| All | +44.1% | +17.1% | +27.1% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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