+179.4%
RCL vs AKAM
+1.6%
+177.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.3% |
| 7D | -0.5% | -0.8% | +0.3% | -0.3% |
| 30D | -17.3% | -4.5% | -12.9% | -16.8% |
| 3M | -2.8% | -25.6% | +22.8% | +3.1% |
| 6M | -4.4% | +5.7% | -10.1% | -9.2% |
| YTD | -4.2% | +21.0% | -25.2% | -15.3% |
| 1Y | -23.4% | +33.9% | -57.3% | -35.2% |
| 3Y | +179.4% | +0.9% | +178.5% | +120.5% |
| All | +179.4% | +1.6% | +177.8% | +120.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling