-40.4%
AKAM vs DAR
+6,226.9%
-6,267.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.4% |
| 7D | +11.2% | +9.2% | +2.0% | +10.2% |
| 30D | -13.4% | -12.3% | -1.1% | -12.3% |
| 3M | -29.5% | -12.7% | -16.8% | -28.7% |
| 6M | -42.1% | -12.8% | -29.4% | -41.4% |
| YTD | -0.8% | +53.8% | -54.6% | -5.1% |
| 1Y | -3.9% | +60.3% | -64.2% | -8.6% |
| 3Y | -21.9% | +31.7% | -53.6% | -25.3% |
| 5Y | -22.4% | -27.7% | +5.4% | -22.3% |
| 10Y | +32.3% | +309.8% | -277.5% | +9.1% |
| All | -40.4% | +6,226.9% | -6,267.2% | -59.6% |
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