+24.9%
AKAM vs RY
+360.9%
-336.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.3% | +8.0% | +7.3% |
| 7D | -10.4% | -0.9% | -9.5% | -10.0% |
| 30D | -20.6% | +5.9% | -26.4% | -22.4% |
| 3M | -29.9% | -4.3% | -25.6% | -28.5% |
| 6M | -31.9% | +12.1% | -44.0% | -35.2% |
| YTD | -4.8% | +20.3% | -25.0% | -12.6% |
| 1Y | +13.8% | +41.0% | -27.2% | -2.9% |
| 3Y | -23.4% | +157.5% | -180.9% | -49.7% |
| 5Y | -22.6% | +123.2% | -145.7% | -46.4% |
| All | +24.9% | +360.9% | -336.0% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling