+2.3%
AKAM vs RJF
+69.1%
-66.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -2.8% |
| 7D | +0.6% | -4.2% | +4.8% | +2.2% |
| 30D | -8.2% | -3.6% | -4.6% | -6.9% |
| 3M | -17.6% | +15.6% | -33.2% | -22.2% |
| 6M | +2.5% | +17.6% | -15.1% | -3.8% |
| YTD | +22.8% | +9.2% | +13.6% | +17.9% |
| 1Y | +39.6% | +5.5% | +34.1% | +35.7% |
| All | +2.3% | +69.1% | -66.8% | -13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling