-4.3%
AKAM vs RJF
+101.5%
-105.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -2.9% |
| 7D | +0.6% | -4.2% | +4.8% | +2.1% |
| 30D | -8.2% | -3.6% | -4.6% | -7.0% |
| 3M | -17.6% | +15.6% | -33.2% | -21.9% |
| 6M | +2.5% | +17.6% | -15.1% | -3.4% |
| YTD | +22.8% | +9.2% | +13.6% | +18.3% |
| 1Y | +39.6% | +5.5% | +34.1% | +36.0% |
| 3Y | +2.3% | +70.3% | -68.0% | -15.8% |
| 5Y | -4.3% | +106.0% | -110.3% | -28.9% |
| All | -4.3% | +101.5% | -105.8% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling