-27.1%
RKT vs AKAM
-3.4%
-23.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -6.3% | +1.5% | -7.8% | -6.9% |
| 30D | -6.2% | -13.0% | +6.8% | -1.3% |
| 3M | -1.9% | -19.4% | +17.5% | +5.2% |
| 6M | -13.0% | +0.3% | -13.3% | -17.9% |
| YTD | -31.9% | +22.4% | -54.3% | -42.9% |
| 1Y | -37.6% | +34.8% | -72.4% | -50.4% |
| 3Y | +36.8% | +1.9% | +34.9% | +20.2% |
| 5Y | -9.7% | -4.6% | -5.1% | -18.1% |
| All | -27.1% | -3.4% | -23.6% | -35.6% |
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