-23.0%
AKAM vs ALLE
+94.0%
-117.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.6% |
| 7D | +2.8% | +3.6% | -0.8% | +1.8% |
| 30D | -6.9% | +25.9% | -32.8% | -12.5% |
| 3M | -31.8% | +15.8% | -47.6% | -34.5% |
| 6M | -47.0% | +48.1% | -95.1% | -53.1% |
| YTD | -2.1% | +22.0% | -24.1% | -7.5% |
| 1Y | -3.7% | +18.0% | -21.7% | -7.5% |
| 3Y | -23.0% | +93.1% | -116.1% | -35.8% |
| All | -23.0% | +94.0% | -117.0% | -35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling