-23.4%
AKAM vs ROIV
+314.9%
-338.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +6.2% | +0.6% | +5.3% |
| 7D | -10.4% | +5.3% | -15.7% | -11.3% |
| 30D | -20.6% | +11.9% | -32.5% | -22.4% |
| 3M | -29.9% | +10.7% | -40.6% | -31.9% |
| 6M | -31.9% | +34.9% | -66.8% | -36.9% |
| YTD | -4.8% | +79.2% | -83.9% | -17.8% |
| 1Y | +13.8% | +89.0% | -75.2% | -3.2% |
| 3Y | -23.4% | +337.3% | -360.7% | -46.7% |
| All | -23.4% | +314.9% | -338.3% | -46.7% |
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