+24.9%
AKAM vs DECK
+874.1%
-849.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.2% | +7.9% | +6.9% |
| 7D | -10.4% | +5.8% | -16.1% | -11.2% |
| 30D | -20.6% | +7.9% | -28.4% | -21.6% |
| 3M | -29.9% | -11.4% | -18.5% | -28.8% |
| 6M | -31.9% | -16.6% | -15.3% | -30.5% |
| YTD | -4.8% | -16.4% | +11.6% | -3.6% |
| 1Y | +13.8% | +8.6% | +5.2% | +10.1% |
| 3Y | -23.4% | -15.1% | -8.3% | -24.9% |
| 5Y | -22.6% | +22.9% | -45.4% | -30.3% |
| All | +24.9% | +874.1% | -849.2% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 10y: compounded portfolio wealth divided by compounded DECK 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…
10y analysis · Full analysis span regression · 6 months rolling