+11.2%
AKAM vs RVMD
+636.2%
-625.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.7% | +4.9% |
| 7D | +5.4% | -0.7% | +6.1% | +5.5% |
| 30D | -5.9% | +0.3% | -6.2% | -5.9% |
| 3M | -19.6% | +38.9% | -58.5% | -22.2% |
| 6M | +8.5% | +108.1% | -99.7% | +0.3% |
| YTD | +26.9% | +160.7% | -133.8% | +14.0% |
| 1Y | +41.7% | +407.3% | -365.6% | +18.8% |
| 3Y | +5.8% | +546.6% | -540.8% | -15.2% |
| 5Y | -2.3% | +579.8% | -582.1% | -25.4% |
| All | +11.2% | +636.2% | -625.0% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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