+101.1%
AKAM vs ROK
+357.9%
-256.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.8% |
| 7D | +1.5% | -1.2% | +2.7% | +1.9% |
| 30D | -13.0% | -4.8% | -8.2% | -11.7% |
| 3M | -19.4% | -6.1% | -13.3% | -18.2% |
| 6M | +0.3% | +15.5% | -15.2% | -4.2% |
| YTD | +22.4% | +11.2% | +11.2% | +17.6% |
| 1Y | +34.8% | +23.8% | +11.0% | +25.3% |
| 3Y | +1.9% | +53.1% | -51.2% | -13.0% |
| 5Y | -4.6% | +48.3% | -52.9% | -19.7% |
| All | +101.1% | +357.9% | -256.8% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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