+114.0%
AKAM vs RNG
+305.9%
-191.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.7% | +5.0% |
| 7D | +5.4% | -4.1% | +9.4% | +6.0% |
| 30D | -5.9% | +8.6% | -14.5% | -7.3% |
| 3M | -19.6% | +78.0% | -97.6% | -27.9% |
| 6M | +8.5% | +67.0% | -58.6% | -2.4% |
| YTD | +26.9% | +142.4% | -115.5% | +4.4% |
| 1Y | +41.7% | +120.4% | -78.7% | +18.3% |
| 3Y | +5.8% | +122.1% | -116.3% | -14.7% |
| 5Y | -2.3% | -69.8% | +67.5% | +5.5% |
| 10Y | +111.0% | +223.4% | -112.4% | +23.5% |
| All | +114.0% | +305.9% | -191.9% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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