+41.7%
AKAM vs ALC
-14.0%
+55.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +5.9% | +4.9% |
| 7D | +5.4% | -5.3% | +10.7% | +5.4% |
| 30D | -5.9% | -7.1% | +1.2% | -5.9% |
| 3M | -19.6% | +0.8% | -20.4% | -19.7% |
| 6M | +8.5% | -16.0% | +24.4% | +14.4% |
| YTD | +26.9% | -12.7% | +39.7% | +31.2% |
| 1Y | +41.7% | -12.8% | +54.5% | +46.6% |
| All | +41.7% | -14.0% | +55.7% | +46.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling