-41.2%
AKAM vs ROK
+4,115.3%
-4,156.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.1% |
| 7D | +2.8% | +7.1% | -4.3% | -0.8% |
| 30D | -6.9% | -5.0% | -1.9% | -4.7% |
| 3M | -31.8% | -9.4% | -22.5% | -28.4% |
| 6M | -47.0% | -11.0% | -36.0% | -44.3% |
| YTD | -2.1% | +4.4% | -6.6% | -5.9% |
| 1Y | -3.7% | +7.4% | -11.1% | -8.9% |
| 3Y | -23.0% | +61.0% | -84.0% | -43.3% |
| 5Y | -23.4% | +30.4% | -53.8% | -39.8% |
| 10Y | +30.5% | +264.8% | -234.3% | -49.6% |
| All | -41.2% | +4,115.3% | -4,156.5% | -95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling