+5.7%
AKAM vs RIG
-31.2%
+36.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.9% | +5.7% | +5.0% |
| 7D | +5.4% | -8.2% | +13.6% | +6.8% |
| 30D | -5.9% | -0.2% | -5.7% | -6.0% |
| 3M | -19.6% | -2.7% | -16.9% | -19.6% |
| 6M | +8.5% | -7.5% | +15.9% | +8.8% |
| YTD | +26.9% | +38.3% | -11.3% | +19.5% |
| 1Y | +41.7% | +81.8% | -40.2% | +27.1% |
| All | +5.7% | -31.2% | +36.9% | -1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling