+97.4%
AKAM vs ALLY
+178.4%
-81.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +1.0% |
| 7D | -0.8% | +1.0% | -1.8% | -1.0% |
| 30D | -4.5% | -3.3% | -1.2% | -3.9% |
| 3M | -25.6% | +0.5% | -26.0% | -25.7% |
| 6M | +5.7% | +12.6% | -6.9% | +3.2% |
| YTD | +21.0% | -4.7% | +25.7% | +21.5% |
| 1Y | +33.9% | +5.2% | +28.7% | +31.7% |
| 3Y | +0.9% | +66.5% | -65.6% | -9.0% |
| 5Y | -6.9% | +0.2% | -7.1% | -12.0% |
| 10Y | +97.4% | +180.8% | -83.4% | +59.7% |
| All | +97.4% | +178.4% | -81.0% | +59.7% |
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