-26.2%
AKAM vs RSG
+4,341.4%
-4,367.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.6% | -3.0% |
| 7D | +0.6% | -1.8% | +2.4% | +1.4% |
| 30D | -8.2% | +2.8% | -11.0% | -9.4% |
| 3M | -17.6% | +4.3% | -21.9% | -19.7% |
| 6M | +2.5% | -0.5% | +3.0% | +1.3% |
| YTD | +22.8% | +5.2% | +17.6% | +18.1% |
| 1Y | +39.6% | -2.1% | +41.7% | +38.5% |
| 3Y | +2.3% | +56.5% | -54.2% | -19.6% |
| 5Y | -4.3% | +89.5% | -93.8% | -32.2% |
| 10Y | +104.1% | +424.8% | -320.7% | -13.8% |
| All | -26.2% | +4,341.4% | -4,367.6% | -86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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