+1.9%
AKAM vs TROW
+11.3%
-9.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.2% |
| 7D | +1.5% | -3.2% | +4.7% | +3.0% |
| 30D | -13.0% | -4.6% | -8.4% | -11.2% |
| 3M | -19.4% | -0.7% | -18.7% | -20.2% |
| 6M | +0.3% | +22.2% | -21.9% | -10.0% |
| YTD | +22.4% | +6.6% | +15.8% | +16.8% |
| 1Y | +34.8% | +5.8% | +29.0% | +28.8% |
| 3Y | +1.9% | +11.6% | -9.7% | -6.7% |
| All | +1.9% | +11.3% | -9.4% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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