-27.3%
AKAM vs ROK
+4,394.6%
-4,421.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.4% | +0.9% |
| 7D | -0.8% | +2.8% | -3.6% | -2.2% |
| 30D | -4.5% | -2.4% | -2.1% | -3.3% |
| 3M | -25.6% | -4.7% | -20.9% | -24.4% |
| 6M | +5.7% | +16.8% | -11.0% | -2.9% |
| YTD | +21.0% | +11.4% | +9.7% | +12.8% |
| 1Y | +33.9% | +26.2% | +7.7% | +16.8% |
| 3Y | +0.9% | +51.9% | -51.0% | -23.4% |
| 5Y | -6.9% | +46.4% | -53.2% | -31.2% |
| 10Y | +97.4% | +343.5% | -246.1% | -31.9% |
| All | -27.3% | +4,394.6% | -4,421.9% | -94.8% |
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