+71.9%
AKAM vs ALLY
+98.1%
-26.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.7% | +8.4% | +7.1% |
| 7D | -10.4% | +0.9% | -11.3% | -10.6% |
| 30D | -20.6% | +3.1% | -23.7% | -21.1% |
| 3M | -29.9% | -12.6% | -17.3% | -27.9% |
| 6M | -31.9% | -12.4% | -19.5% | -30.1% |
| YTD | -4.8% | -13.2% | +8.4% | -2.5% |
| 1Y | +13.8% | +1.8% | +12.0% | +12.6% |
| 3Y | -23.4% | +58.0% | -81.3% | -31.4% |
| 5Y | -22.6% | -8.4% | -14.1% | -25.5% |
| 10Y | +26.3% | +195.3% | -169.0% | -14.5% |
| All | +71.9% | +98.1% | -26.2% | +26.0% |
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