-23.8%
AKAM vs RCAT
+63.2%
-86.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -6.4% | +10.7% | +4.7% |
| 7D | -3.3% | -5.6% | +2.3% | -3.1% |
| 30D | -21.7% | -27.0% | +5.3% | -20.5% |
| 3M | -28.8% | -57.9% | +29.1% | -25.6% |
| 6M | -43.3% | -59.4% | +16.1% | -41.1% |
| YTD | -4.1% | -46.9% | +42.9% | -2.3% |
| 1Y | -3.9% | -54.0% | +50.1% | -1.8% |
| 3Y | -24.4% | +378.4% | -402.8% | -31.7% |
| 5Y | -23.8% | +61.9% | -85.7% | -26.4% |
| All | -23.8% | +63.2% | -86.9% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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