-23.4%
AKAM vs RY
+155.6%
-179.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.3% | +8.0% | +7.4% |
| 7D | -10.4% | -0.9% | -9.5% | -9.9% |
| 30D | -20.6% | +5.9% | -26.4% | -22.6% |
| 3M | -29.9% | -4.3% | -25.6% | -28.3% |
| 6M | -31.9% | +12.1% | -44.0% | -35.6% |
| YTD | -4.8% | +20.3% | -25.0% | -13.8% |
| 1Y | +13.8% | +41.0% | -27.2% | -7.3% |
| 3Y | -23.4% | +157.5% | -180.9% | -49.8% |
| All | -23.4% | +155.6% | -179.0% | -49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling