-1.1%
AKAM vs RMBS
+267.8%
-268.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.9% | +4.0% | +4.7% |
| 7D | +5.4% | +3.5% | +1.9% | +4.7% |
| 30D | -5.9% | -8.6% | +2.7% | -4.2% |
| 3M | -19.6% | -40.3% | +20.7% | -12.4% |
| 6M | +8.5% | -1.0% | +9.4% | +6.1% |
| YTD | +26.9% | -4.6% | +31.5% | +23.7% |
| 1Y | +41.7% | +17.6% | +24.1% | +30.2% |
| 3Y | +5.8% | +58.6% | -52.8% | -13.8% |
| All | -1.1% | +267.8% | -268.9% | -40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling