+101.1%
AKAM vs RJF
+429.3%
-328.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.5% | -2.7% | +4.2% | +2.3% |
| 30D | -13.0% | -4.3% | -8.8% | -11.9% |
| 3M | -19.4% | +15.7% | -35.1% | -23.0% |
| 6M | +0.3% | +17.8% | -17.5% | -4.7% |
| YTD | +22.4% | +9.2% | +13.2% | +18.7% |
| 1Y | +34.8% | +2.8% | +32.1% | +33.0% |
| 3Y | +1.9% | +69.5% | -67.5% | -13.9% |
| 5Y | -4.6% | +105.9% | -110.5% | -25.0% |
| All | +101.1% | +429.3% | -328.1% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 10y: compounded portfolio wealth divided by compounded RJF 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…
10y analysis · Full analysis span regression · 6 months rolling