+18.5%
AKAM vs DT
+100.3%
-81.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | +1.5% | -1.6% | +3.1% | +1.8% |
| 30D | -13.0% | +3.0% | -16.1% | -13.7% |
| 3M | -19.4% | +26.5% | -45.9% | -24.1% |
| 6M | +0.3% | +35.9% | -35.6% | -8.0% |
| YTD | +22.4% | +17.8% | +4.6% | +16.0% |
| 1Y | +34.8% | +4.1% | +30.8% | +31.5% |
| 3Y | +1.9% | +5.3% | -3.4% | -1.6% |
| 5Y | -4.6% | -27.2% | +22.6% | -5.1% |
| All | +18.5% | +100.3% | -81.8% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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