-6.9%
AKAM vs ALHC
-30.5%
+23.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.4% |
| 7D | -0.8% | -1.0% | +0.2% | -0.8% |
| 30D | -4.5% | -6.3% | +1.9% | -4.3% |
| 3M | -25.6% | -12.3% | -13.2% | -25.9% |
| 6M | +5.7% | -27.0% | +32.7% | +5.9% |
| YTD | +21.0% | -31.8% | +52.9% | +21.4% |
| 1Y | +33.9% | -17.0% | +50.9% | +32.4% |
| 3Y | +0.9% | +159.8% | -159.0% | -9.6% |
| 5Y | -6.9% | -25.1% | +18.3% | -15.6% |
| All | -6.9% | -30.5% | +23.6% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling