-2.3%
AKAM vs ALM
+958.0%
-960.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.1% | +9.0% | +5.1% |
| 7D | +5.4% | +3.6% | +1.8% | +5.1% |
| 30D | -5.9% | +33.8% | -39.7% | -7.5% |
| 3M | -19.6% | +14.8% | -34.4% | -20.7% |
| 6M | +8.5% | -7.0% | +15.4% | +7.5% |
| YTD | +26.9% | +108.1% | -81.1% | +20.9% |
| 1Y | +41.7% | +313.8% | -272.1% | +30.3% |
| 3Y | +5.8% | +2,227.6% | -2,221.8% | -11.4% |
| 5Y | -2.3% | +956.6% | -959.0% | -17.0% |
| All | -2.3% | +958.0% | -960.3% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling