-27.3%
AKAM vs RMD
+6,401.2%
-6,428.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +1.7% |
| 7D | -0.8% | -4.5% | +3.7% | +1.1% |
| 30D | -4.5% | +4.6% | -9.1% | -6.4% |
| 3M | -25.6% | +14.8% | -40.3% | -30.7% |
| 6M | +5.7% | -12.1% | +17.8% | +9.4% |
| YTD | +21.0% | -7.5% | +28.5% | +21.9% |
| 1Y | +33.9% | -20.1% | +54.0% | +43.6% |
| 3Y | +0.9% | +53.9% | -53.0% | -23.2% |
| 5Y | -6.9% | -22.2% | +15.3% | -6.7% |
| 10Y | +97.4% | +268.2% | -170.8% | -14.1% |
| All | -27.3% | +6,401.2% | -6,428.5% | -91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded RMD 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling