-41.2%
AKAM vs RGEN
+5,112.9%
-5,154.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.5% |
| 7D | +2.8% | -3.3% | +6.1% | +3.3% |
| 30D | -6.9% | -5.8% | -1.0% | -5.9% |
| 3M | -31.8% | +0.2% | -32.0% | -32.0% |
| 6M | -47.0% | +56.8% | -103.8% | -51.2% |
| YTD | -2.1% | +2.4% | -4.5% | -4.1% |
| 1Y | -3.7% | +11.4% | -15.1% | -6.9% |
| 3Y | -23.0% | +15.2% | -38.2% | -28.2% |
| 5Y | -23.4% | -35.1% | +11.7% | -24.7% |
| 10Y | +30.5% | +419.6% | -389.2% | -11.5% |
| All | -41.2% | +5,112.9% | -5,154.1% | -78.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling