+17.0%
AKAM vs DECK
+885.7%
-868.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.5% | -7.9% | -9.2% |
| 7D | -21.7% | +6.0% | -27.7% | -22.4% |
| 30D | -28.3% | +7.4% | -35.8% | -29.2% |
| 3M | -36.3% | -11.7% | -24.7% | -35.3% |
| 6M | -34.0% | -11.0% | -23.0% | -33.3% |
| YTD | -10.8% | -15.4% | +4.6% | -9.8% |
| 1Y | +6.7% | +7.2% | -0.6% | +3.4% |
| 3Y | -28.3% | -11.8% | -16.4% | -30.1% |
| 5Y | -27.4% | +24.3% | -51.8% | -34.8% |
| All | +17.0% | +885.7% | -868.6% | -11.0% |
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