-27.5%
AKAM vs ROL
+5,491.9%
-5,519.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | -2.1% | -1.4% | -0.7% | -1.4% |
| 30D | -13.9% | -4.1% | -9.9% | -12.3% |
| 3M | -33.8% | -22.5% | -11.3% | -24.7% |
| 6M | +2.2% | -37.7% | +39.8% | +29.7% |
| YTD | +20.6% | -39.6% | +60.2% | +53.5% |
| 1Y | +36.3% | -36.0% | +72.3% | +67.1% |
| 3Y | -0.1% | -5.1% | +5.0% | -4.7% |
| 5Y | -7.5% | -3.4% | -4.2% | -16.1% |
| 10Y | +90.2% | +215.2% | -125.1% | -23.9% |
| All | -27.5% | +5,491.9% | -5,519.4% | -96.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling