+272.3%
ALAB vs AKAM
-19.6%
+291.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.5% | +3.3% | +5.5% |
| 7D | +3.4% | +0.9% | +2.5% | +3.6% |
| 30D | -28.8% | -14.7% | -14.0% | -24.2% |
| 3M | -26.0% | -25.7% | -0.3% | -17.8% |
| 6M | +11.4% | -43.4% | +54.7% | +31.6% |
| YTD | +38.8% | -0.7% | +39.5% | +35.1% |
| 1Y | +37.8% | -4.3% | +42.2% | +36.1% |
| All | +272.3% | -19.6% | +291.9% | +230.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 AKAM 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