-23.0%
AKAM vs ALM
+909.2%
-932.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.7% | -9.1% | -2.0% |
| 7D | +2.8% | +1.2% | +1.5% | +2.5% |
| 30D | -6.9% | -19.3% | +12.5% | -5.3% |
| 3M | -31.8% | -40.6% | +8.8% | -29.0% |
| 6M | -47.0% | -57.9% | +10.9% | -43.9% |
| YTD | -2.1% | -6.7% | +4.6% | -2.3% |
| 1Y | -3.7% | +20.2% | -23.9% | -5.7% |
| 3Y | -23.0% | +879.4% | -902.5% | -36.4% |
| All | -23.0% | +909.2% | -932.3% | -36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling