+101.1%
AKAM vs DG
+101.8%
-0.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.5% |
| 7D | +1.5% | -6.5% | +8.0% | +2.5% |
| 30D | -13.0% | +4.2% | -17.2% | -13.7% |
| 3M | -19.4% | +9.5% | -28.9% | -20.8% |
| 6M | +0.3% | -13.1% | +13.4% | +2.2% |
| YTD | +22.4% | -4.8% | +27.2% | +22.7% |
| 1Y | +34.8% | +20.6% | +14.2% | +29.0% |
| 3Y | +1.9% | +4.9% | -3.0% | -3.7% |
| 5Y | -4.6% | -37.9% | +33.3% | +1.7% |
| All | +101.1% | +101.8% | -0.6% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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