+34.8%
AKAM vs RIO
+69.4%
-34.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | +1.5% | -3.2% | +4.7% | +2.6% |
| 30D | -13.0% | +0.9% | -13.9% | -13.4% |
| 3M | -19.4% | -1.4% | -17.9% | -18.7% |
| 6M | +0.3% | +10.9% | -10.6% | +0.7% |
| YTD | +22.4% | +31.2% | -8.8% | +16.9% |
| 1Y | +34.8% | +67.9% | -33.1% | +21.3% |
| All | +34.8% | +69.4% | -34.6% | +21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling