+331.9%
RCL vs AKAM
+29.8%
+302.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.8% |
| 7D | -1.2% | +2.8% | -4.0% | -2.0% |
| 30D | +17.8% | -6.9% | +24.7% | +19.5% |
| 3M | +4.9% | -31.8% | +36.8% | +15.3% |
| 6M | +23.7% | -47.0% | +70.7% | +45.2% |
| YTD | +17.8% | -2.1% | +19.9% | +8.1% |
| 1Y | +28.9% | -3.7% | +32.6% | +18.9% |
| 3Y | +241.9% | -23.0% | +264.9% | +229.2% |
| 5Y | +295.4% | -23.4% | +318.8% | +275.1% |
| All | +331.9% | +29.8% | +302.1% | +221.1% |
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