+101.6%
AKAM vs ALM
+3,289.7%
-3,188.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.5% | +6.4% | -0.1% |
| 7D | +11.2% | -4.0% | +15.2% | +11.2% |
| 30D | -13.4% | -30.5% | +17.1% | -13.2% |
| 3M | -29.5% | -46.9% | +17.4% | -29.3% |
| 6M | -42.1% | -65.5% | +23.4% | -41.8% |
| YTD | -0.8% | -13.4% | +12.6% | -0.8% |
| 1Y | -3.9% | +9.8% | -13.7% | -4.0% |
| 3Y | -21.9% | +783.1% | -805.0% | -22.8% |
| 5Y | -22.4% | +378.3% | -400.7% | -23.2% |
| 10Y | +32.3% | +1,942.8% | -1,910.6% | +29.7% |
| All | +101.6% | +3,289.7% | -3,188.2% | +94.4% |
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 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