-26.6%
AKAM vs ALHC
-62.5%
+36.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -3.3% |
| 7D | -7.4% | +3.9% | -11.2% | -7.5% |
| 30D | -24.9% | -3.6% | -21.3% | -24.8% |
| 3M | -27.4% | -49.4% | +22.0% | -26.1% |
| 6M | -45.6% | -59.5% | +13.8% | -44.7% |
| YTD | -8.0% | -63.2% | +55.2% | -6.2% |
| 1Y | -4.1% | -55.5% | +51.4% | -3.6% |
| 3Y | -26.9% | +23.0% | -49.9% | -33.0% |
| 5Y | -26.6% | -65.7% | +39.2% | -29.1% |
| All | -26.6% | -62.5% | +36.0% | -29.1% |
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