+267.0%
RTX vs AKAM
+31.6%
+235.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.3% | -1.4% |
| 7D | +3.4% | +11.2% | -7.8% | +1.9% |
| 30D | +8.4% | -13.4% | +21.8% | +10.1% |
| 3M | -10.7% | -29.5% | +18.8% | -6.9% |
| 6M | +11.7% | -42.1% | +53.8% | +19.1% |
| YTD | +9.3% | -0.8% | +10.1% | +4.5% |
| 1Y | +13.3% | -3.9% | +17.2% | +8.9% |
| 3Y | +156.1% | -21.9% | +178.0% | +149.5% |
| 5Y | +148.5% | -22.4% | +170.9% | +139.3% |
| All | +267.0% | +31.6% | +235.4% | +206.1% |
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 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