-23.7%
AKAM vs DTE
+1,365.3%
-1,389.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.9% | +5.7% | +5.2% |
| 7D | +5.4% | 0.0% | +5.4% | +5.4% |
| 30D | -5.9% | -0.5% | -5.3% | -5.7% |
| 3M | -19.6% | -6.0% | -13.6% | -18.1% |
| 6M | +8.5% | -7.2% | +15.7% | +10.5% |
| YTD | +26.9% | +7.2% | +19.8% | +22.7% |
| 1Y | +41.7% | +4.1% | +37.6% | +38.5% |
| 3Y | +5.8% | +46.9% | -41.1% | -9.7% |
| 5Y | -2.3% | +32.9% | -35.2% | -14.1% |
| 10Y | +111.0% | +144.5% | -33.5% | +36.6% |
| All | -23.7% | +1,365.3% | -1,389.0% | -72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 all: compounded portfolio wealth divided by compounded DTE 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…
all analysis · Full analysis span regression · 6 months rolling