+101.1%
AKAM vs RRC
+4.9%
+96.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.2% |
| 7D | +1.5% | -1.8% | +3.3% | +1.6% |
| 30D | -13.0% | +2.7% | -15.7% | -13.2% |
| 3M | -19.4% | +8.8% | -28.2% | -19.9% |
| 6M | +0.3% | -1.2% | +1.5% | +0.2% |
| YTD | +22.4% | +17.6% | +4.8% | +20.6% |
| 1Y | +34.8% | +18.4% | +16.4% | +32.7% |
| 3Y | +1.9% | +33.1% | -31.1% | -0.8% |
| 5Y | -4.6% | +148.2% | -152.8% | -11.9% |
| All | +101.1% | +4.9% | +96.3% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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