-40.3%
AKAM vs RL
+2,745.5%
-2,785.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +4.0% |
| 7D | +0.9% | -4.4% | +5.2% | +2.4% |
| 30D | -14.7% | +5.6% | -20.3% | -16.5% |
| 3M | -25.7% | -0.6% | -25.1% | -25.9% |
| 6M | -43.4% | +15.5% | -58.8% | -47.0% |
| YTD | -0.7% | +12.3% | -13.0% | -6.8% |
| 1Y | -4.3% | +19.3% | -23.6% | -12.5% |
| 3Y | -21.7% | +255.5% | -277.3% | -53.6% |
| 5Y | -20.7% | +247.1% | -267.8% | -54.7% |
| 10Y | +32.4% | +346.0% | -313.6% | -42.9% |
| All | -40.3% | +2,745.5% | -2,785.8% | -88.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling