-21.9%
AKAM vs ROL
+4.8%
-26.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +0.9% | +0.8% | +0.1% | +0.8% |
| 30D | -14.7% | +20.6% | -35.3% | -15.6% |
| 3M | -25.7% | +4.5% | -30.2% | -25.7% |
| 6M | -43.4% | -26.5% | -16.8% | -41.8% |
| YTD | -0.7% | -34.8% | +34.2% | +1.5% |
| 1Y | -4.3% | -33.2% | +28.8% | -2.9% |
| All | -21.9% | +4.8% | -26.7% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 3y: compounded portfolio wealth divided by compounded ROL 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…
3y analysis · Full analysis span regression · 6 months rolling