-23.0%
AKAM vs RRC
+60.0%
-83.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.1% | -1.5% |
| 7D | +2.8% | +6.4% | -3.6% | +1.7% |
| 30D | -6.9% | +23.9% | -30.8% | -10.4% |
| 3M | -31.8% | +30.2% | -62.0% | -35.0% |
| 6M | -47.0% | +26.3% | -73.3% | -49.4% |
| YTD | -2.1% | +48.1% | -50.2% | -10.1% |
| 1Y | -3.7% | +37.7% | -41.4% | -10.3% |
| 3Y | -23.0% | +60.3% | -83.3% | -28.8% |
| All | -23.0% | +60.0% | -83.0% | -28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling