-2.3%
AKAM vs DT
-28.0%
+25.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -24.8% |
| 6M | +8.5% | +30.1% | -21.6% | -0.8% |
| YTD | +26.9% | +16.8% | +10.2% | +19.5% |
| 1Y | +41.7% | -0.1% | +41.8% | +39.4% |
| 3Y | +5.8% | +6.8% | -1.0% | +1.1% |
| 5Y | -2.3% | -28.4% | +26.0% | -3.5% |
| All | -2.3% | -28.0% | +25.6% | -3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling