+97.4%
AKAM vs ALK
-38.6%
+136.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | +0.9% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -4.5% | -18.5% | +14.0% | -1.4% |
| 3M | -25.6% | -3.6% | -22.0% | -25.6% |
| 6M | +5.7% | -3.7% | +9.4% | +4.9% |
| YTD | +21.0% | -19.0% | +40.0% | +22.9% |
| 1Y | +33.9% | -36.0% | +69.9% | +40.9% |
| 3Y | +0.9% | +2.3% | -1.4% | -2.7% |
| 5Y | -6.9% | -27.8% | +20.9% | -7.3% |
| 10Y | +97.4% | -39.0% | +136.4% | +98.7% |
| All | +97.4% | -38.6% | +136.0% | +98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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