+32.3%
AKAM vs RRC
+71.8%
-39.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | -0.1% |
| 7D | +11.2% | +2.5% | +8.7% | +11.0% |
| 30D | -13.4% | +21.1% | -34.5% | -14.6% |
| 3M | -29.5% | +28.4% | -57.9% | -30.9% |
| 6M | -42.1% | +26.5% | -68.6% | -43.2% |
| YTD | -0.8% | +47.0% | -47.8% | -3.9% |
| 1Y | -3.9% | +35.2% | -39.1% | -6.4% |
| 3Y | -21.9% | +61.0% | -82.8% | -25.1% |
| 5Y | -22.4% | +133.6% | -156.0% | -28.4% |
| All | +32.3% | +71.8% | -39.6% | +15.4% |
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