+342.5%
RCL vs AKAM
+108.8%
+233.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.9% | -6.7% | -3.2% |
| 7D | -2.2% | +5.4% | -7.6% | -3.7% |
| 30D | -15.7% | -5.9% | -9.8% | -14.4% |
| 3M | -8.0% | -19.6% | +11.7% | -3.0% |
| 6M | -10.1% | +8.5% | -18.6% | -16.2% |
| YTD | -5.9% | +26.9% | -32.8% | -18.4% |
| 1Y | -23.5% | +41.7% | -65.2% | -36.5% |
| 3Y | +174.4% | +5.8% | +168.6% | +144.5% |
| 5Y | +227.1% | -2.3% | +229.5% | +193.9% |
| 10Y | +342.5% | +111.0% | +231.6% | +215.4% |
| All | +342.5% | +108.8% | +233.7% | +215.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 AKAM 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