-18.5%
AKAM vs ALHC
-59.7%
+41.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.5% | -1.2% | +4.1% |
| 7D | -3.3% | +3.8% | -7.0% | -3.3% |
| 30D | -21.7% | +1.7% | -23.4% | -21.8% |
| 3M | -28.8% | -44.3% | +15.5% | -27.9% |
| 6M | -43.3% | -57.2% | +13.9% | -42.5% |
| YTD | -4.1% | -61.2% | +57.1% | -2.6% |
| 1Y | -3.9% | -53.2% | +49.3% | -3.5% |
| 3Y | -24.4% | +27.8% | -52.3% | -29.8% |
| 5Y | -23.8% | -65.4% | +41.6% | -28.2% |
| All | -18.5% | -59.7% | +41.2% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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