-26.6%
AKAM vs ALK
-29.1%
+2.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +7.1% | -10.5% | -4.9% |
| 7D | -7.4% | +8.9% | -16.3% | -9.2% |
| 30D | -24.9% | +5.9% | -30.9% | -26.0% |
| 3M | -27.4% | -16.5% | -10.8% | -24.9% |
| 6M | -45.6% | +2.1% | -47.7% | -46.7% |
| YTD | -8.0% | -17.1% | +9.1% | -7.0% |
| 1Y | -4.1% | -2.9% | -1.3% | -7.4% |
| 3Y | -26.9% | +24.5% | -51.3% | -34.1% |
| 5Y | -26.6% | -29.1% | +2.6% | -27.5% |
| All | -26.6% | -29.1% | +2.6% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling