+622.6%
RCL vs AKAM
-4.3%
+626.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.1% |
| 7D | -5.1% | -2.1% | -3.0% | -4.7% |
| 30D | -19.0% | -13.9% | -5.1% | -16.9% |
| 3M | -9.6% | -33.8% | +24.2% | -2.9% |
| 6M | -6.7% | +2.2% | -8.9% | -9.2% |
| YTD | -3.9% | +20.6% | -24.5% | -10.2% |
| 1Y | -25.1% | +36.3% | -61.4% | -31.7% |
| 3Y | +179.1% | -0.1% | +179.2% | +167.2% |
| 5Y | +243.3% | -7.5% | +250.9% | +233.2% |
| 10Y | +325.8% | +90.2% | +235.6% | +253.6% |
| All | +622.6% | -4.3% | +626.9% | +281.9% |
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