+101.1%
AKAM vs RIG
-41.2%
+142.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.2% |
| 7D | +1.5% | -3.1% | +4.6% | +1.7% |
| 30D | -13.0% | -0.5% | -12.5% | -13.0% |
| 3M | -19.4% | -6.0% | -13.4% | -19.1% |
| 6M | +0.3% | -10.1% | +10.4% | +0.7% |
| YTD | +22.4% | +37.3% | -14.9% | +19.3% |
| 1Y | +34.8% | +73.9% | -39.1% | +29.0% |
| 3Y | +1.9% | -30.2% | +32.1% | +1.1% |
| 5Y | -4.6% | +62.5% | -67.1% | -11.9% |
| All | +101.1% | -41.2% | +142.3% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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