+101.1%
AKAM vs RIO
+608.6%
-507.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | +1.5% | -3.2% | +4.7% | +2.4% |
| 30D | -13.0% | +0.9% | -13.9% | -13.4% |
| 3M | -19.4% | -1.4% | -17.9% | -19.2% |
| 6M | +0.3% | +10.9% | -10.6% | -2.5% |
| YTD | +22.4% | +31.2% | -8.8% | +13.1% |
| 1Y | +34.8% | +67.9% | -33.1% | +16.3% |
| 3Y | +1.9% | +88.8% | -86.8% | -15.2% |
| 5Y | -4.6% | +93.1% | -97.7% | -22.9% |
| All | +101.1% | +608.6% | -507.5% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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