+145.0%
AKAM vs ALM
+7,705.7%
-7,560.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.2% |
| 7D | -2.1% | -2.6% | +0.5% | -2.1% |
| 30D | -13.9% | +32.0% | -46.0% | -14.1% |
| 3M | -33.8% | -15.0% | -18.8% | -33.8% |
| 6M | +2.2% | -10.1% | +12.3% | +2.1% |
| YTD | +20.6% | +99.4% | -78.8% | +20.1% |
| 1Y | +36.3% | +316.4% | -280.0% | +35.2% |
| 3Y | -0.1% | +2,022.0% | -2,022.1% | -1.8% |
| 5Y | -7.5% | +941.2% | -948.7% | -8.9% |
| 10Y | +90.2% | +2,950.3% | -2,860.2% | +85.9% |
| All | +145.0% | +7,705.7% | -7,560.7% | +135.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling