-40.8%
AKAM vs DOC
+765.5%
-806.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -1.8% |
| 7D | -12.4% | +8.7% | -21.1% | -15.1% |
| 30D | -20.4% | +7.6% | -28.1% | -22.6% |
| 3M | -30.3% | -5.3% | -25.1% | -29.1% |
| 6M | -18.8% | +27.6% | -46.4% | -26.6% |
| YTD | -1.5% | +32.4% | -33.9% | -12.8% |
| 1Y | +19.4% | +22.9% | -3.5% | +8.6% |
| 3Y | -20.8% | +43.1% | -63.9% | -33.2% |
| 5Y | -21.6% | -21.4% | -0.3% | -18.4% |
| 10Y | +30.6% | +16.8% | +13.7% | +4.0% |
| All | -40.8% | +765.5% | -806.3% | -83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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