-27.5%
AKAM vs ROP
+2,967.7%
-2,995.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.4% | +1.1% |
| 7D | -2.1% | -4.4% | +2.3% | +0.7% |
| 30D | -13.9% | +3.2% | -17.2% | -16.0% |
| 3M | -33.8% | +23.1% | -56.9% | -43.5% |
| 6M | +2.2% | +13.3% | -11.1% | -8.8% |
| YTD | +20.6% | -7.9% | +28.4% | +21.5% |
| 1Y | +36.3% | -22.1% | +58.4% | +52.9% |
| 3Y | -0.1% | -16.8% | +16.7% | +6.8% |
| 5Y | -7.5% | -13.5% | +6.0% | -5.2% |
| 10Y | +90.2% | +137.7% | -47.5% | -10.7% |
| All | -27.5% | +2,967.7% | -2,995.2% | -93.6% |
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