-27.3%
AKAM vs RIO
+2,521.8%
-2,549.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.2% |
| 7D | -0.8% | +1.9% | -2.7% | -1.6% |
| 30D | -4.5% | +5.0% | -9.4% | -6.5% |
| 3M | -25.6% | +5.1% | -30.7% | -27.4% |
| 6M | +5.7% | +17.6% | -11.9% | -1.4% |
| YTD | +21.0% | +36.3% | -15.3% | +5.5% |
| 1Y | +33.9% | +71.2% | -37.3% | +6.0% |
| 3Y | +0.9% | +102.7% | -101.8% | -26.3% |
| 5Y | -6.9% | +99.6% | -106.4% | -34.6% |
| 10Y | +97.4% | +603.1% | -505.7% | -26.9% |
| All | -27.3% | +2,521.8% | -2,549.0% | -92.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling