+34.8%
AKAM vs RMBS
+11.7%
+23.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.6% |
| 7D | +1.5% | +1.8% | -0.3% | +1.2% |
| 30D | -13.0% | -13.9% | +0.9% | -10.8% |
| 3M | -19.4% | -39.8% | +20.4% | -13.7% |
| 6M | +0.3% | -6.0% | +6.3% | +1.3% |
| YTD | +22.4% | -5.4% | +27.7% | +24.3% |
| 1Y | +34.8% | -1.8% | +36.7% | +33.4% |
| All | +34.8% | +11.7% | +23.1% | +33.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling