-23.0%
AKAM vs ROST
+94.3%
-117.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.6% |
| 7D | +2.8% | +0.3% | +2.5% | +2.7% |
| 30D | -6.9% | +0.5% | -7.4% | -7.1% |
| 3M | -31.8% | -5.2% | -26.6% | -30.7% |
| 6M | -47.0% | +9.8% | -56.8% | -49.3% |
| YTD | -2.1% | +29.4% | -31.5% | -12.9% |
| 1Y | -3.7% | +44.4% | -48.0% | -18.4% |
| 3Y | -23.0% | +95.0% | -118.0% | -41.5% |
| All | -23.0% | +94.3% | -117.3% | -41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling