-27.5%
AKAM vs ALK
+372.7%
-400.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.7% |
| 7D | -2.1% | -0.7% | -1.4% | -1.9% |
| 30D | -13.9% | -19.2% | +5.3% | -8.4% |
| 3M | -33.8% | -1.5% | -32.3% | -34.3% |
| 6M | +2.2% | -13.1% | +15.2% | +3.7% |
| YTD | +20.6% | -16.4% | +37.0% | +22.7% |
| 1Y | +36.3% | -33.1% | +69.4% | +47.7% |
| 3Y | -0.1% | +0.6% | -0.7% | -9.2% |
| 5Y | -7.5% | -26.4% | +18.8% | -10.5% |
| 10Y | +90.2% | -34.2% | +124.3% | +59.8% |
| All | -27.5% | +372.7% | -400.2% | -83.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling