-27.5%
AKAM vs RIG
-76.5%
+49.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -0.8% |
| 7D | -2.1% | +0.9% | -3.0% | -2.3% |
| 30D | -13.9% | +13.8% | -27.8% | -15.7% |
| 3M | -33.8% | -6.4% | -27.4% | -33.4% |
| 6M | +2.2% | -8.2% | +10.3% | +2.8% |
| YTD | +20.6% | +41.6% | -21.1% | +13.1% |
| 1Y | +36.3% | +88.7% | -52.4% | +21.6% |
| 3Y | -0.1% | -30.9% | +30.7% | -0.2% |
| 5Y | -7.5% | +57.7% | -65.2% | -24.8% |
| 10Y | +90.2% | -39.3% | +129.4% | +35.2% |
| All | -27.5% | -76.5% | +49.0% | -37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling