-22.9%
AKAM vs ROIV
+287.3%
-310.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.6% | -8.0% | -3.7% |
| 7D | -7.4% | +13.3% | -20.7% | -8.3% |
| 30D | -24.9% | +14.8% | -39.7% | -25.7% |
| 3M | -27.4% | +11.9% | -39.3% | -28.1% |
| 6M | -45.6% | +42.4% | -88.0% | -47.2% |
| YTD | -8.0% | +87.4% | -95.4% | -12.4% |
| 1Y | -4.1% | +97.2% | -101.4% | -9.1% |
| 3Y | -26.9% | +375.7% | -402.5% | -34.1% |
| 5Y | -26.6% | +379.0% | -405.6% | -36.7% |
| All | -22.9% | +287.3% | -310.2% | -33.2% |
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