-16.8%
AKAM vs ROIV
+280.9%
-297.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | +0.2% |
| 7D | +11.2% | +9.2% | +2.0% | +10.4% |
| 30D | -13.4% | +19.9% | -33.3% | -14.6% |
| 3M | -29.5% | +10.6% | -40.1% | -30.2% |
| 6M | -42.1% | +36.1% | -78.2% | -43.6% |
| YTD | -0.8% | +84.3% | -85.1% | -5.4% |
| 1Y | -3.9% | +87.6% | -91.5% | -8.6% |
| 3Y | -21.9% | +353.9% | -375.8% | -29.4% |
| 5Y | -22.4% | +376.1% | -398.4% | -32.9% |
| All | -16.8% | +280.9% | -297.7% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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