-44.7%
AKAM vs ALK
+368.8%
-413.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +7.1% | -10.5% | -5.6% |
| 7D | -7.4% | +8.9% | -16.3% | -10.0% |
| 30D | -24.9% | +5.9% | -30.9% | -26.6% |
| 3M | -27.4% | -16.5% | -10.8% | -23.8% |
| 6M | -45.6% | +2.1% | -47.7% | -47.2% |
| YTD | -8.0% | -17.1% | +9.1% | -6.6% |
| 1Y | -4.1% | -2.9% | -1.3% | -8.0% |
| 3Y | -26.9% | +24.5% | -51.3% | -38.1% |
| 5Y | -26.6% | -29.1% | +2.6% | -28.1% |
| 10Y | +20.7% | -39.1% | +59.8% | +4.3% |
| All | -44.7% | +368.8% | -413.5% | -87.3% |
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