+30.5%
AKAM vs D
+48.0%
-17.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.6% | -1.4% |
| 7D | +2.8% | -1.4% | +4.2% | +3.1% |
| 30D | -6.9% | +7.7% | -14.6% | -8.8% |
| 3M | -31.8% | -0.3% | -31.6% | -31.9% |
| 6M | -47.0% | +10.1% | -57.1% | -48.6% |
| YTD | -2.1% | +19.1% | -21.2% | -7.4% |
| 1Y | -3.7% | +15.9% | -19.6% | -8.2% |
| 3Y | -23.0% | +75.0% | -98.1% | -35.8% |
| 5Y | -23.4% | +13.4% | -36.8% | -27.6% |
| All | +30.5% | +48.0% | -17.5% | +16.5% |
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