-6.9%
AKAM vs RL
+241.4%
-248.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.7% |
| 7D | -0.8% | +1.9% | -2.7% | -1.3% |
| 30D | -4.5% | -12.2% | +7.8% | -1.3% |
| 3M | -25.6% | -6.6% | -18.9% | -24.5% |
| 6M | +5.7% | +3.2% | +2.6% | +3.9% |
| YTD | +21.0% | -1.3% | +22.3% | +19.8% |
| 1Y | +33.9% | +13.6% | +20.3% | +27.3% |
| 3Y | +0.9% | +210.9% | -210.0% | -26.9% |
| 5Y | -6.9% | +246.9% | -253.7% | -37.1% |
| All | -6.9% | +241.4% | -248.3% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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