-4.5%
AKAM vs DD
+56.1%
-60.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.2% |
| 7D | +1.5% | -3.5% | +5.0% | +3.0% |
| 30D | -13.0% | -11.7% | -1.4% | -8.3% |
| 3M | -19.4% | -9.2% | -10.1% | -16.2% |
| 6M | +0.3% | -7.2% | +7.5% | +4.0% |
| YTD | +22.4% | +6.6% | +15.8% | +19.3% |
| 1Y | +34.8% | +32.0% | +2.8% | +20.2% |
| 3Y | +1.9% | +42.1% | -40.2% | -13.6% |
| All | -4.5% | +56.1% | -60.5% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 5y: compounded portfolio wealth divided by compounded DD 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…
5y analysis · Full analysis span regression · 6 months rolling