-42.8%
AKAM vs D
+784.2%
-827.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.5% | +8.2% | +7.2% |
| 7D | -10.4% | +3.0% | -13.4% | -11.3% |
| 30D | -20.6% | +11.5% | -32.1% | -23.4% |
| 3M | -29.9% | +3.7% | -33.6% | -30.9% |
| 6M | -31.9% | +13.5% | -45.4% | -34.9% |
| YTD | -4.8% | +20.7% | -25.5% | -11.1% |
| 1Y | +13.8% | +18.2% | -4.4% | +6.9% |
| 3Y | -23.4% | +73.3% | -96.7% | -37.4% |
| 5Y | -22.6% | +12.3% | -34.8% | -27.9% |
| 10Y | +26.3% | +43.4% | -17.1% | +4.7% |
| All | -42.8% | +784.2% | -827.0% | -45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling