+101.1%
AKAM vs DKS
+203.5%
-102.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.5% |
| 7D | +1.5% | -3.0% | +4.5% | +1.9% |
| 30D | -13.0% | -33.4% | +20.3% | -9.0% |
| 3M | -19.4% | -39.4% | +20.0% | -14.8% |
| 6M | +0.3% | -30.1% | +30.4% | +3.6% |
| YTD | +22.4% | -31.0% | +53.4% | +26.4% |
| 1Y | +34.8% | -40.2% | +75.0% | +41.8% |
| 3Y | +1.9% | +30.9% | -29.0% | -4.0% |
| 5Y | -4.6% | +14.0% | -18.6% | -11.3% |
| All | +101.1% | +203.5% | -102.3% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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