+101.1%
AKAM vs ALM
+2,589.2%
-2,488.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.5% | +6.2% | -0.1% |
| 7D | +1.5% | -11.8% | +13.3% | +1.9% |
| 30D | -13.0% | +7.8% | -20.8% | -13.3% |
| 3M | -19.4% | -9.3% | -10.1% | -19.4% |
| 6M | +0.3% | -30.5% | +30.8% | +0.7% |
| YTD | +22.4% | +75.8% | -53.4% | +19.5% |
| 1Y | +34.8% | +241.2% | -206.4% | +29.0% |
| 3Y | +1.9% | +1,872.6% | -1,870.7% | -7.4% |
| 5Y | -4.6% | +849.6% | -854.2% | -12.7% |
| All | +101.1% | +2,589.2% | -2,488.1% | +79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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