+101.1%
AKAM vs RMD
+274.3%
-173.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | +1.5% | -4.4% | +5.9% | +2.7% |
| 30D | -13.0% | -3.1% | -9.9% | -12.4% |
| 3M | -19.4% | +13.8% | -33.2% | -22.8% |
| 6M | +0.3% | -8.6% | +8.9% | +1.9% |
| YTD | +22.4% | -8.6% | +31.0% | +23.8% |
| 1Y | +34.8% | -19.7% | +54.5% | +41.8% |
| 3Y | +1.9% | +48.4% | -46.4% | -14.1% |
| 5Y | -4.6% | -22.7% | +18.1% | -2.1% |
| All | +101.1% | +274.3% | -173.2% | +37.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling