-4.5%
AKAM vs TROW
-39.3%
+34.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.2% |
| 7D | +1.5% | -3.2% | +4.7% | +2.8% |
| 30D | -13.0% | -4.6% | -8.4% | -11.4% |
| 3M | -19.4% | -0.7% | -18.7% | -19.8% |
| 6M | +0.3% | +22.2% | -21.9% | -8.2% |
| YTD | +22.4% | +6.6% | +15.8% | +18.0% |
| 1Y | +34.8% | +5.8% | +29.0% | +30.1% |
| 3Y | +1.9% | +11.6% | -9.7% | -5.1% |
| All | -4.5% | -39.3% | +34.9% | +4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling