+7.8%
AKAM vs ALHC
-31.6%
+39.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.2% | +8.1% | +5.0% |
| 7D | +5.4% | -4.1% | +9.5% | +5.5% |
| 30D | -5.9% | -5.4% | -0.4% | -5.7% |
| 3M | -19.6% | -32.1% | +12.5% | -19.1% |
| 6M | +8.5% | -28.5% | +36.9% | +8.6% |
| YTD | +26.9% | -34.0% | +61.0% | +27.4% |
| 1Y | +41.7% | -20.9% | +62.6% | +40.5% |
| 3Y | +5.8% | +151.5% | -145.7% | -4.1% |
| 5Y | -2.3% | -28.8% | +26.5% | -9.2% |
| All | +7.8% | -31.6% | +39.4% | -3.0% |
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