-25.2%
AKAM vs DOCS
-19.3%
-5.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +1.1% | +3.4% |
| 7D | +0.9% | -4.2% | +5.1% | +1.1% |
| 30D | -14.7% | +8.6% | -23.4% | -15.0% |
| 3M | -25.7% | +27.2% | -52.9% | -26.5% |
| 6M | -43.4% | +26.5% | -69.9% | -44.2% |
| YTD | -0.7% | -25.0% | +24.3% | +0.7% |
| 1Y | -4.3% | -37.0% | +32.7% | -2.1% |
| 3Y | -21.7% | +39.4% | -61.2% | -26.2% |
| 5Y | -20.7% | -56.7% | +36.0% | -23.4% |
| All | -25.2% | -19.3% | -5.9% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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