-23.0%
AKAM vs ALK
+13.2%
-36.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.1% | -1.0% |
| 7D | +2.8% | -1.2% | +4.0% | +2.9% |
| 30D | -6.9% | +7.7% | -14.6% | -8.7% |
| 3M | -31.8% | -19.0% | -12.8% | -29.1% |
| 6M | -47.0% | -0.2% | -46.8% | -47.8% |
| YTD | -2.1% | -23.5% | +21.4% | +0.4% |
| 1Y | -3.7% | -9.1% | +5.4% | -6.2% |
| 3Y | -23.0% | +12.0% | -35.1% | -23.6% |
| All | -23.0% | +13.2% | -36.2% | -23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling