+122.8%
DAL vs AKAM
+23.4%
+99.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.7% | -4.6% | +0.5% |
| 7D | +8.8% | -10.4% | +19.2% | +11.5% |
| 30D | +5.4% | -20.6% | +26.0% | +11.2% |
| 3M | -4.9% | -29.9% | +25.0% | +2.8% |
| 6M | +19.8% | -31.9% | +51.7% | +28.1% |
| YTD | +27.0% | -4.8% | +31.8% | +19.9% |
| 1Y | +52.5% | +13.8% | +38.6% | +35.3% |
| 3Y | +173.8% | -23.4% | +197.2% | +166.0% |
| 5Y | +104.5% | -22.6% | +127.1% | +95.3% |
| All | +122.8% | +23.4% | +99.4% | +77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 10y: compounded portfolio wealth divided by compounded AKAM 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…
10y analysis · Full analysis span regression · 6 months rolling