-27.5%
AKAM vs D
+748.6%
-776.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -2.1% | +1.5% | -3.6% | -2.5% |
| 30D | -13.9% | -2.6% | -11.4% | -13.3% |
| 3M | -33.8% | 0.0% | -33.8% | -33.9% |
| 6M | +2.2% | +7.4% | -5.2% | -0.6% |
| YTD | +20.6% | +15.9% | +4.7% | +14.3% |
| 1Y | +36.3% | +18.1% | +18.2% | +28.3% |
| 3Y | -0.1% | +58.4% | -58.5% | -16.1% |
| 5Y | -7.5% | +5.2% | -12.7% | -12.0% |
| 10Y | +90.2% | +35.9% | +54.3% | +60.8% |
| All | -27.5% | +748.6% | -776.2% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling