+111.0%
AKAM vs ALLE
+146.0%
-35.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.8% | +7.6% | +5.8% |
| 7D | +5.4% | -2.2% | +7.5% | +6.1% |
| 30D | -5.9% | -8.3% | +2.5% | -3.1% |
| 3M | -19.6% | +16.3% | -35.9% | -24.7% |
| 6M | +8.5% | +1.8% | +6.7% | +6.4% |
| YTD | +26.9% | -3.9% | +30.9% | +26.8% |
| 1Y | +41.7% | -10.0% | +51.7% | +45.2% |
| 3Y | +5.8% | +45.8% | -40.0% | -10.7% |
| 5Y | -2.3% | +13.3% | -15.6% | -11.6% |
| 10Y | +111.0% | +155.3% | -44.3% | +38.2% |
| All | +111.0% | +146.0% | -35.0% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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