-23.0%
AKAM vs ROIV
+357.5%
-380.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.2% | -1.1% |
| 7D | +2.8% | +1.7% | +1.1% | +2.3% |
| 30D | -6.9% | +17.6% | -24.5% | -10.1% |
| 3M | -31.8% | +9.0% | -40.8% | -33.5% |
| 6M | -47.0% | +35.3% | -82.3% | -51.0% |
| YTD | -2.1% | +82.2% | -84.3% | -16.0% |
| 1Y | -3.7% | +92.3% | -96.0% | -18.5% |
| 3Y | -23.0% | +336.8% | -359.8% | -46.8% |
| All | -23.0% | +357.5% | -380.6% | -46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling