+659.7%
AKAM vs DLR
+3,595.7%
-2,935.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -2.1% | +1.6% | -3.7% | -2.7% |
| 30D | -13.9% | -3.4% | -10.6% | -12.7% |
| 3M | -33.8% | +0.5% | -34.3% | -34.3% |
| 6M | +2.2% | +4.6% | -2.4% | -0.5% |
| YTD | +20.6% | +23.4% | -2.8% | +9.8% |
| 1Y | +36.3% | +19.0% | +17.3% | +25.4% |
| 3Y | -0.1% | +56.5% | -56.7% | -19.7% |
| 5Y | -7.5% | +33.3% | -40.9% | -22.7% |
| 10Y | +90.2% | +165.1% | -75.0% | +11.5% |
| All | +659.7% | +3,595.7% | -2,935.9% | +33.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling