+101.2%
AKAM vs D
+36.4%
+64.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | -0.8% | +0.8% | -1.6% | -1.0% |
| 30D | -4.5% | -0.7% | -3.7% | -4.3% |
| 3M | -25.6% | +2.1% | -27.6% | -26.0% |
| 6M | +5.7% | +6.8% | -1.1% | +3.4% |
| YTD | +21.0% | +16.5% | +4.5% | +15.4% |
| 1Y | +33.9% | +19.2% | +14.7% | +26.8% |
| 3Y | +0.9% | +61.9% | -61.0% | -13.9% |
| 5Y | -6.9% | +6.5% | -13.4% | -10.3% |
| All | +101.2% | +36.4% | +64.8% | +82.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling