+5.7%
AKAM vs DT
+6.3%
-0.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.3% | +4.7% |
| 7D | +5.4% | -0.5% | +5.9% | +5.5% |
| 30D | -5.9% | +0.1% | -5.9% | -6.0% |
| 3M | -19.6% | +24.1% | -43.7% | -25.6% |
| 6M | +8.5% | +30.1% | -21.6% | -2.6% |
| YTD | +26.9% | +16.8% | +10.2% | +18.9% |
| 1Y | +41.7% | -0.1% | +41.8% | +41.2% |
| All | +5.7% | +6.3% | -0.5% | +0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling