-2.3%
AKAM vs RGEN
-44.3%
+42.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.1% | +6.9% | +5.2% |
| 7D | +5.4% | -4.6% | +9.9% | +6.2% |
| 30D | -5.9% | +1.2% | -7.0% | -6.1% |
| 3M | -19.6% | +26.8% | -46.5% | -23.2% |
| 6M | +8.5% | +29.1% | -20.6% | +2.4% |
| YTD | +26.9% | +0.7% | +26.2% | +25.5% |
| 1Y | +41.7% | +39.1% | +2.6% | +31.2% |
| 3Y | +5.8% | +2.2% | +3.5% | 0.0% |
| 5Y | -2.3% | -44.0% | +41.7% | -6.1% |
| All | -2.3% | -44.3% | +42.0% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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