+66.1%
AKAM vs ALLY
+99.9%
-33.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.3% | -3.6% |
| 7D | -7.4% | -0.2% | -7.2% | -7.4% |
| 30D | -24.9% | +3.4% | -28.4% | -25.5% |
| 3M | -27.4% | -11.1% | -16.3% | -25.6% |
| 6M | -45.6% | -11.5% | -34.2% | -44.4% |
| YTD | -8.0% | -12.3% | +4.4% | -6.0% |
| 1Y | -4.1% | +1.1% | -5.2% | -5.1% |
| 3Y | -26.9% | +64.8% | -91.7% | -35.1% |
| 5Y | -26.6% | -6.9% | -19.7% | -29.6% |
| 10Y | +20.7% | +194.9% | -174.3% | -18.1% |
| All | +66.1% | +99.9% | -33.9% | +21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling