-40.3%
AKAM vs DAR
+6,092.0%
-6,132.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.1% | -1.5% | +3.0% |
| 7D | +0.9% | +3.6% | -2.7% | +0.5% |
| 30D | -14.7% | -11.3% | -3.5% | -13.7% |
| 3M | -25.7% | -13.1% | -12.6% | -24.8% |
| 6M | -43.4% | -15.1% | -28.2% | -42.5% |
| YTD | -0.7% | +50.5% | -51.2% | -4.8% |
| 1Y | -4.3% | +57.9% | -62.3% | -8.8% |
| 3Y | -21.7% | +28.9% | -50.7% | -25.0% |
| 5Y | -20.7% | -31.4% | +10.7% | -20.2% |
| 10Y | +32.4% | +301.0% | -268.6% | +9.5% |
| All | -40.3% | +6,092.0% | -6,132.3% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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