-23.0%
AKAM vs RIO
+51.7%
-74.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +2.8% | -0.9% | +3.7% | +3.0% |
| 30D | -6.9% | -9.1% | +2.2% | -3.3% |
| 3M | -31.8% | -13.7% | -18.2% | -27.8% |
| 6M | -47.0% | -24.3% | -22.7% | -40.7% |
| YTD | -2.1% | +8.9% | -11.0% | -5.9% |
| 1Y | -3.7% | +22.7% | -26.4% | -12.3% |
| 3Y | -23.0% | +51.2% | -74.2% | -36.3% |
| All | -23.0% | +51.7% | -74.7% | -36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling