-4.5%
AKAM vs RRX
+17.8%
-22.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -1.3% |
| 7D | +1.5% | -0.3% | +1.8% | +1.5% |
| 30D | -13.0% | -6.1% | -6.9% | -11.6% |
| 3M | -19.4% | -23.1% | +3.7% | -14.5% |
| 6M | +0.3% | -19.5% | +19.8% | +4.7% |
| YTD | +22.4% | +16.1% | +6.3% | +15.0% |
| 1Y | +34.8% | +12.9% | +21.9% | +26.8% |
| 3Y | +1.9% | +7.9% | -6.0% | -6.3% |
| All | -4.5% | +17.8% | -22.3% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 5y: compounded portfolio wealth divided by compounded RRX 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…
5y analysis · Full analysis span regression · 6 months rolling