+5.7%
AKAM vs DLR
+58.6%
-52.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.1% | +4.9% |
| 7D | +5.4% | +2.9% | +2.5% | +4.3% |
| 30D | -5.9% | -1.2% | -4.7% | -5.4% |
| 3M | -19.6% | +2.9% | -22.6% | -20.8% |
| 6M | +8.5% | +6.7% | +1.8% | +5.3% |
| YTD | +26.9% | +23.9% | +3.1% | +17.2% |
| 1Y | +41.7% | +18.6% | +23.1% | +32.4% |
| All | +5.7% | +58.6% | -52.9% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 3y: compounded portfolio wealth divided by compounded DLR 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…
3y analysis · Full analysis span regression · 6 months rolling