-23.7%
AKAM vs TROW
+1,269.4%
-1,293.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.5% | +6.4% | +5.8% |
| 7D | +5.4% | -1.5% | +6.9% | +6.3% |
| 30D | -5.9% | -5.3% | -0.6% | -2.8% |
| 3M | -19.6% | +2.9% | -22.6% | -22.0% |
| 6M | +8.5% | +22.2% | -13.7% | -5.2% |
| YTD | +26.9% | +8.1% | +18.8% | +19.0% |
| 1Y | +41.7% | +5.8% | +35.9% | +34.1% |
| 3Y | +5.8% | +14.0% | -8.2% | -7.0% |
| 5Y | -2.3% | -38.3% | +35.9% | +18.6% |
| 10Y | +111.0% | +131.7% | -20.7% | -7.6% |
| All | -23.7% | +1,269.4% | -1,293.1% | -93.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling