-23.7%
AKAM vs RRX
+1,044.6%
-1,068.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.5% | +7.4% | +6.0% |
| 7D | +5.4% | -0.7% | +6.1% | +5.7% |
| 30D | -5.9% | -8.0% | +2.1% | -2.2% |
| 3M | -19.6% | -25.1% | +5.4% | -10.0% |
| 6M | +8.5% | -18.3% | +26.7% | +15.2% |
| YTD | +26.9% | +14.2% | +12.8% | +12.9% |
| 1Y | +41.7% | +13.0% | +28.7% | +25.0% |
| 3Y | +5.8% | +4.2% | +1.6% | -10.6% |
| 5Y | -2.3% | +17.9% | -20.2% | -27.2% |
| 10Y | +111.0% | +220.4% | -109.5% | -24.2% |
| All | -23.7% | +1,044.6% | -1,068.4% | -91.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling