+81.7%
AKAM vs ALLE
+327.3%
-245.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.9% | +7.7% | +7.1% |
| 7D | -10.4% | -0.6% | -9.8% | -10.2% |
| 30D | -20.6% | +25.3% | -45.9% | -27.8% |
| 3M | -29.9% | +10.3% | -40.2% | -33.0% |
| 6M | -31.9% | +38.0% | -69.9% | -41.5% |
| YTD | -4.8% | +17.8% | -22.5% | -12.9% |
| 1Y | +13.8% | +13.6% | +0.2% | +5.8% |
| 3Y | -23.4% | +89.2% | -112.6% | -44.0% |
| 5Y | -22.6% | +51.1% | -73.6% | -38.9% |
| 10Y | +26.3% | +228.1% | -201.9% | -42.6% |
| All | +81.7% | +327.3% | -245.6% | -32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling