-27.3%
AKAM vs RMBS
+382.7%
-410.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.1% |
| 7D | -0.8% | +3.0% | -3.7% | -1.6% |
| 30D | -4.5% | -14.4% | +10.0% | -0.6% |
| 3M | -25.6% | -42.8% | +17.3% | -14.8% |
| 6M | +5.7% | -1.4% | +7.1% | +1.9% |
| YTD | +21.0% | -5.4% | +26.5% | +16.0% |
| 1Y | +33.9% | +18.6% | +15.3% | +18.0% |
| 3Y | +0.9% | +57.3% | -56.4% | -23.8% |
| 5Y | -6.9% | +265.7% | -272.6% | -46.4% |
| 10Y | +97.4% | +546.0% | -448.6% | -9.0% |
| All | -27.3% | +382.7% | -410.0% | -71.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling