+267.4%
RTX vs AKAM
+29.8%
+237.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.5% | +0.3% |
| 7D | +4.8% | +2.8% | +2.0% | +4.4% |
| 30D | +6.5% | -6.9% | +13.4% | +7.2% |
| 3M | -9.6% | -31.8% | +22.2% | -5.4% |
| 6M | +12.3% | -47.0% | +59.3% | +21.4% |
| YTD | +9.5% | -2.1% | +11.6% | +4.8% |
| 1Y | +15.8% | -3.7% | +19.5% | +11.2% |
| 3Y | +157.0% | -23.0% | +180.1% | +150.9% |
| 5Y | +148.8% | -23.4% | +172.2% | +140.0% |
| All | +267.4% | +29.8% | +237.6% | +207.0% |
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 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