-40.4%
AKAM vs ROL
+5,842.2%
-5,882.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.3% | +0.6% |
| 7D | +11.2% | -1.7% | +12.9% | +12.0% |
| 30D | -13.4% | +18.5% | -31.9% | -21.4% |
| 3M | -29.5% | +4.3% | -33.8% | -32.0% |
| 6M | -42.1% | -27.7% | -14.4% | -32.7% |
| YTD | -0.8% | -35.8% | +35.0% | +20.7% |
| 1Y | -3.9% | -34.1% | +30.2% | +15.0% |
| 3Y | -21.9% | +2.9% | -24.8% | -29.0% |
| 5Y | -22.4% | +12.7% | -35.1% | -35.8% |
| 10Y | +32.3% | +212.6% | -180.4% | -47.3% |
| All | -40.4% | +5,842.2% | -5,882.6% | -97.0% |
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