+280.0%
RTX vs AKAM
+104.5%
+175.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.7% |
| 7D | -2.0% | +0.6% | -2.6% | -2.1% |
| 30D | -11.2% | -8.2% | -3.0% | -10.3% |
| 3M | +12.0% | -17.6% | +29.6% | +14.5% |
| 6M | -3.6% | +2.5% | -6.1% | -6.2% |
| YTD | +9.2% | +22.8% | -13.6% | +2.1% |
| 1Y | +29.7% | +39.6% | -9.9% | +18.1% |
| 3Y | +152.0% | +2.3% | +149.6% | +137.2% |
| 5Y | +165.8% | -4.3% | +170.0% | +150.3% |
| All | +280.0% | +104.5% | +175.5% | +198.6% |
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