+97.4%
AKAM vs RY
+371.6%
-274.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.7% |
| 7D | -0.8% | +2.7% | -3.5% | -2.0% |
| 30D | -4.5% | -1.0% | -3.5% | -4.0% |
| 3M | -25.6% | +7.6% | -33.2% | -28.0% |
| 6M | +5.7% | +29.5% | -23.7% | -5.8% |
| YTD | +21.0% | +24.2% | -3.1% | +9.4% |
| 1Y | +33.9% | +46.4% | -12.5% | +12.2% |
| 3Y | +0.9% | +159.4% | -158.5% | -34.1% |
| 5Y | -6.9% | +141.8% | -148.7% | -37.7% |
| 10Y | +97.4% | +373.9% | -276.5% | +6.3% |
| All | +97.4% | +371.6% | -274.2% | +6.3% |
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