+831.5%
RCL vs AKAM
-23.9%
+855.4%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.3% | -3.4% | +0.1% |
| 7D | +8.5% | -3.3% | +11.8% | +9.1% |
| 30D | +20.4% | -21.7% | +42.1% | +25.6% |
| 3M | +11.0% | -28.8% | +39.8% | +17.3% |
| 6M | +24.9% | -43.3% | +68.2% | +36.8% |
| YTD | +23.9% | -4.1% | +27.9% | +20.0% |
| 1Y | +30.8% | -3.9% | +34.7% | +26.6% |
| 3Y | +270.4% | -24.4% | +294.8% | +270.6% |
| 5Y | +296.1% | -23.8% | +319.9% | +296.1% |
| 10Y | +375.0% | +26.4% | +348.6% | +322.9% |
| All | +831.5% | -23.9% | +855.4% | +410.0% |
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