+101.1%
AKAM vs RMBS
+566.4%
-465.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.7% |
| 7D | +1.5% | +1.8% | -0.3% | +1.1% |
| 30D | -13.0% | -13.9% | +0.9% | -10.3% |
| 3M | -19.4% | -39.8% | +20.4% | -11.6% |
| 6M | +0.3% | -6.0% | +6.3% | -1.3% |
| YTD | +22.4% | -5.4% | +27.7% | +18.9% |
| 1Y | +34.8% | -1.8% | +36.7% | +27.9% |
| 3Y | +1.9% | +53.7% | -51.7% | -17.8% |
| 5Y | -4.6% | +268.5% | -273.1% | -40.5% |
| All | +101.1% | +566.4% | -465.3% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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