-20.7%
AKAM vs ROP
+1.6%
-22.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.9% | +3.3% |
| 7D | +0.9% | -2.9% | +3.8% | +1.7% |
| 30D | -14.7% | +30.1% | -44.8% | -22.0% |
| 3M | -25.7% | +19.9% | -45.6% | -30.4% |
| 6M | -43.4% | +46.0% | -89.4% | -51.9% |
| YTD | -0.7% | +8.4% | -9.0% | -1.5% |
| 1Y | -4.3% | +8.8% | -13.1% | -5.5% |
| 3Y | -21.7% | -5.6% | -16.1% | -15.5% |
| 5Y | -20.7% | +3.0% | -23.7% | -22.4% |
| All | -20.7% | +1.6% | -22.3% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling