+101.1%
AKAM vs ROST
+317.9%
-216.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.7% | -0.8% |
| 7D | +1.5% | +0.2% | +1.3% | +1.4% |
| 30D | -13.0% | -6.9% | -6.1% | -11.7% |
| 3M | -19.4% | -3.3% | -16.1% | -19.0% |
| 6M | +0.3% | +9.0% | -8.7% | -2.1% |
| YTD | +22.4% | +28.9% | -6.5% | +14.9% |
| 1Y | +34.8% | +54.0% | -19.1% | +21.4% |
| 3Y | +1.9% | +100.7% | -98.8% | -13.5% |
| 5Y | -4.6% | +116.0% | -120.6% | -22.0% |
| All | +101.1% | +317.9% | -216.7% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 10y: compounded portfolio wealth divided by compounded ROST 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…
10y analysis · Full analysis span regression · 6 months rolling