-28.3%
AKAM vs DOCS
-21.0%
-7.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -2.0% | +8.8% | +6.8% |
| 7D | -10.4% | -0.8% | -9.6% | -10.4% |
| 30D | -20.6% | +17.4% | -38.0% | -21.1% |
| 3M | -29.9% | +57.4% | -87.3% | -31.6% |
| 6M | -31.9% | +26.5% | -58.4% | -32.9% |
| YTD | -4.8% | -26.6% | +21.8% | -3.4% |
| 1Y | +13.8% | -48.1% | +61.9% | +17.6% |
| 3Y | -23.4% | +52.6% | -76.0% | -28.2% |
| 5Y | -22.6% | -52.1% | +29.5% | -25.2% |
| All | -28.3% | -21.0% | -7.2% | -30.7% |
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