+2.5%
AKAM vs ALHC
-28.9%
+31.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -2.1% | -0.6% | -1.5% | -2.1% |
| 30D | -13.9% | -1.0% | -12.9% | -14.0% |
| 3M | -33.8% | -10.2% | -23.7% | -34.2% |
| 6M | +2.2% | -28.3% | +30.5% | +2.4% |
| YTD | +20.6% | -31.4% | +52.0% | +20.9% |
| 1Y | +36.3% | -16.9% | +53.2% | +35.0% |
| 3Y | -0.1% | +135.5% | -135.6% | -8.9% |
| 5Y | -7.5% | -33.6% | +26.1% | -14.1% |
| All | +2.5% | -28.9% | +31.4% | -7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling