+1.5%
AKAM vs ROIV
+295.0%
-293.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +18.8% | -18.4% | -1.0% |
| 7D | -0.8% | +20.2% | -21.0% | -2.3% |
| 30D | -4.5% | +14.1% | -18.6% | -5.5% |
| 3M | -25.6% | +45.6% | -71.2% | -27.7% |
| 6M | +5.7% | +44.1% | -38.4% | +2.6% |
| YTD | +21.0% | +91.2% | -70.1% | +15.2% |
| 1Y | +33.9% | +221.3% | -187.4% | +23.3% |
| 3Y | +0.9% | +229.2% | -228.3% | -8.1% |
| 5Y | -6.9% | +316.5% | -323.3% | -18.8% |
| All | +1.5% | +295.0% | -293.6% | -12.2% |
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