-21.9%
AKAM vs ROP
-5.5%
-16.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.9% | +3.5% |
| 7D | +0.9% | -2.9% | +3.8% | +1.3% |
| 30D | -14.7% | +30.1% | -44.8% | -18.6% |
| 3M | -25.7% | +19.9% | -45.6% | -28.1% |
| 6M | -43.4% | +46.0% | -89.4% | -48.9% |
| YTD | -0.7% | +8.4% | -9.0% | +4.6% |
| 1Y | -4.3% | +8.8% | -13.1% | +0.3% |
| All | -21.9% | -5.5% | -16.4% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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