-41.2%
AKAM vs ROP
+3,524.4%
-3,565.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.8% | -1.6% |
| 7D | +2.8% | +0.7% | +2.1% | +2.4% |
| 30D | -6.9% | +28.8% | -35.7% | -21.5% |
| 3M | -31.8% | +21.1% | -52.9% | -40.7% |
| 6M | -47.0% | +52.5% | -99.5% | -61.3% |
| YTD | -2.1% | +8.9% | -11.0% | -12.7% |
| 1Y | -3.7% | +8.2% | -11.9% | -13.8% |
| 3Y | -23.0% | -5.2% | -17.9% | -25.3% |
| 5Y | -23.4% | +1.7% | -25.1% | -30.2% |
| 10Y | +30.5% | +185.4% | -154.9% | -46.2% |
| All | -41.2% | +3,524.4% | -3,565.6% | -95.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling