+34.8%
AKAM vs DGX
+32.7%
+2.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.2% |
| 7D | +1.5% | -0.9% | +2.4% | +1.4% |
| 30D | -13.0% | -1.2% | -11.9% | -13.1% |
| 3M | -19.4% | +15.8% | -35.2% | -18.7% |
| 6M | +0.3% | +18.2% | -17.9% | +1.8% |
| YTD | +22.4% | +37.2% | -14.8% | +18.2% |
| 1Y | +34.8% | +30.4% | +4.5% | +30.9% |
| All | +34.8% | +32.7% | +2.2% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling