-27.3%
AKAM vs ROST
+11,346.3%
-11,373.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -0.8% | +0.2% | -1.0% | -0.9% |
| 30D | -4.5% | -10.0% | +5.5% | -0.9% |
| 3M | -25.6% | +1.2% | -26.8% | -26.2% |
| 6M | +5.7% | +8.9% | -3.2% | +1.6% |
| YTD | +21.0% | +28.1% | -7.0% | +9.2% |
| 1Y | +33.9% | +53.0% | -19.1% | +12.8% |
| 3Y | +0.9% | +97.9% | -97.0% | -23.6% |
| 5Y | -6.9% | +112.0% | -118.8% | -34.0% |
| 10Y | +97.4% | +303.0% | -205.6% | -5.3% |
| All | -27.3% | +11,346.3% | -11,373.6% | -89.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling