-41.2%
AKAM vs DD
+395.5%
-436.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | +2.8% | +5.0% | -2.2% | +0.4% |
| 30D | -6.9% | +19.7% | -26.6% | -14.2% |
| 3M | -31.8% | +7.2% | -39.0% | -34.1% |
| 6M | -47.0% | +1.0% | -48.0% | -47.5% |
| YTD | -2.1% | +29.1% | -31.2% | -13.1% |
| 1Y | -3.7% | +28.5% | -32.2% | -14.5% |
| 3Y | -23.0% | +89.4% | -112.5% | -43.9% |
| 5Y | -23.4% | +67.1% | -90.6% | -42.4% |
| 10Y | +30.5% | +97.5% | -67.1% | -19.3% |
| All | -41.2% | +395.5% | -436.7% | -80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling