-23.7%
AKAM vs DVA
+6,871.8%
-6,895.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.6% | +3.2% | +4.5% |
| 7D | +5.4% | +2.0% | +3.4% | +4.9% |
| 30D | -5.9% | -0.4% | -5.5% | -5.8% |
| 3M | -19.6% | -7.7% | -12.0% | -18.8% |
| 6M | +8.5% | +20.0% | -11.5% | +2.0% |
| YTD | +26.9% | +61.1% | -34.2% | +9.4% |
| 1Y | +41.7% | +33.9% | +7.8% | +27.9% |
| 3Y | +5.8% | +91.5% | -85.7% | -15.3% |
| 5Y | -2.3% | +41.8% | -44.1% | -18.6% |
| 10Y | +111.0% | +187.5% | -76.6% | +35.2% |
| All | -23.7% | +6,871.8% | -6,895.5% | -73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling