+19.4%
AKAM vs DVA
+62.2%
-42.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.8% | -6.5% | -0.9% |
| 7D | -12.4% | +4.7% | -17.2% | -12.5% |
| 30D | -20.4% | +7.8% | -28.2% | -20.6% |
| 3M | -30.3% | -15.5% | -14.8% | -30.4% |
| 6M | -18.8% | +25.0% | -43.8% | -19.8% |
| YTD | -1.5% | +69.6% | -71.1% | +2.1% |
| 1Y | +19.4% | +60.6% | -41.2% | +27.4% |
| All | +19.4% | +62.2% | -42.8% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling