-23.7%
AKAM vs DLTR
+1,161.0%
-1,184.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.6% | +9.4% | +6.1% |
| 7D | +5.4% | -10.2% | +15.6% | +8.4% |
| 30D | -5.9% | -8.5% | +2.6% | -3.9% |
| 3M | -19.6% | +5.6% | -25.2% | -21.5% |
| 6M | +8.5% | +2.2% | +6.3% | +5.4% |
| YTD | +26.9% | -3.8% | +30.7% | +25.0% |
| 1Y | +41.7% | +22.9% | +18.8% | +29.1% |
| 3Y | +5.8% | +2.0% | +3.8% | -3.2% |
| 5Y | -2.3% | +29.8% | -32.1% | -21.8% |
| 10Y | +111.0% | +45.0% | +65.9% | +46.8% |
| All | -23.7% | +1,161.0% | -1,184.7% | -77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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