-47.0%
AKAM vs ROP
+50.5%
-97.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.8% | -1.2% |
| 7D | +2.8% | +0.7% | +2.1% | +3.0% |
| 30D | -6.9% | +28.8% | -35.7% | +1.2% |
| 3M | -31.8% | +21.1% | -52.9% | -27.2% |
| 6M | -47.0% | +52.5% | -99.5% | -43.0% |
| All | -47.0% | +50.5% | -97.5% | -43.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling