+782.6%
RCL vs AKAM
-21.3%
+803.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.1% | -3.8% | -3.9% |
| 7D | -0.2% | +11.2% | -11.4% | -2.3% |
| 30D | +14.4% | -13.4% | +27.8% | +17.1% |
| 3M | +5.2% | -29.5% | +34.7% | +11.3% |
| 6M | +26.1% | -42.1% | +68.3% | +37.7% |
| YTD | +17.4% | -0.8% | +18.1% | +12.9% |
| 1Y | +24.7% | -3.9% | +28.6% | +20.7% |
| 3Y | +250.9% | -21.9% | +272.8% | +248.8% |
| 5Y | +293.8% | -22.4% | +316.2% | +292.4% |
| 10Y | +342.4% | +32.3% | +310.1% | +290.5% |
| All | +782.6% | -21.3% | +803.9% | +380.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling