+30.5%
AKAM vs ALLY
+174.3%
-143.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.2% | -1.5% |
| 7D | +2.8% | +0.4% | +2.4% | +2.7% |
| 30D | -6.9% | +5.2% | -12.1% | -7.8% |
| 3M | -31.8% | -13.3% | -18.5% | -30.0% |
| 6M | -47.0% | -6.7% | -40.3% | -46.4% |
| YTD | -2.1% | -12.8% | +10.7% | -0.1% |
| 1Y | -3.7% | +0.7% | -4.4% | -4.5% |
| 3Y | -23.0% | +65.2% | -88.3% | -30.4% |
| 5Y | -23.4% | -10.1% | -13.3% | -26.3% |
| All | +30.5% | +174.3% | -143.8% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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