-40.4%
AKAM vs RRC
+2,116.8%
-2,157.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | 0.0% |
| 7D | +11.2% | +2.5% | +8.7% | +10.7% |
| 30D | -13.4% | +21.1% | -34.5% | -16.6% |
| 3M | -29.5% | +28.4% | -57.9% | -33.0% |
| 6M | -42.1% | +26.5% | -68.6% | -45.0% |
| YTD | -0.8% | +47.0% | -47.8% | -8.6% |
| 1Y | -3.9% | +35.2% | -39.1% | -10.3% |
| 3Y | -21.9% | +61.0% | -82.8% | -30.4% |
| 5Y | -22.4% | +133.6% | -156.0% | -39.1% |
| 10Y | +32.3% | +72.1% | -39.8% | -7.6% |
| All | -40.4% | +2,116.8% | -2,157.2% | -76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling