-6.9%
AKAM vs ALC
-15.6%
+8.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.3% | +1.0% |
| 7D | -0.8% | -3.7% | +2.9% | +0.4% |
| 30D | -4.5% | -3.7% | -0.7% | -3.4% |
| 3M | -25.6% | +4.6% | -30.1% | -27.1% |
| 6M | +5.7% | -14.6% | +20.3% | +10.7% |
| YTD | +21.0% | -11.9% | +32.9% | +25.0% |
| 1Y | +33.9% | -13.1% | +47.0% | +38.9% |
| 3Y | +0.9% | -15.0% | +15.9% | +3.7% |
| 5Y | -6.9% | -16.2% | +9.3% | -7.7% |
| All | -6.9% | -15.6% | +8.8% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling