-12.0%
AKAM vs DOCN
+117.0%
-129.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.4% | -3.5% | -0.9% |
| 7D | +11.2% | +27.4% | -16.2% | +5.2% |
| 30D | -13.4% | -29.7% | +16.4% | -7.0% |
| 3M | -29.5% | -32.5% | +3.0% | -23.9% |
| 6M | -42.1% | -42.2% | 0.0% | -36.1% |
| YTD | -0.8% | +87.2% | -88.0% | -11.1% |
| 1Y | -3.9% | +86.2% | -90.1% | -14.0% |
| 3Y | -21.9% | +257.4% | -279.3% | -38.0% |
| 5Y | -22.4% | -27.4% | +5.0% | -33.4% |
| All | -12.0% | +117.0% | -129.1% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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