+0.9%
AKAM vs ROL
+1.0%
-0.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.6% |
| 7D | -0.8% | -3.4% | +2.6% | -0.6% |
| 30D | -4.5% | -6.9% | +2.5% | -4.0% |
| 3M | -25.6% | -24.6% | -1.0% | -23.8% |
| 6M | +5.7% | -39.5% | +45.3% | +9.9% |
| YTD | +21.0% | -41.1% | +62.2% | +24.6% |
| 1Y | +33.9% | -37.9% | +71.8% | +35.9% |
| 3Y | +0.9% | +0.8% | +0.1% | -4.9% |
| All | +0.9% | +1.0% | -0.1% | -4.9% |
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