+126.4%
DAL vs AKAM
+95.9%
+30.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | +3.4% | -0.8% | +4.2% | +3.6% |
| 30D | -13.6% | -4.5% | -9.1% | -12.8% |
| 3M | +1.2% | -25.6% | +26.8% | +8.1% |
| 6M | +34.5% | +5.7% | +28.8% | +27.6% |
| YTD | +14.7% | +21.0% | -6.4% | +2.9% |
| 1Y | +29.2% | +33.9% | -4.6% | +11.8% |
| 3Y | +100.0% | +0.9% | +99.1% | +82.8% |
| 5Y | +106.3% | -6.9% | +113.2% | +89.3% |
| 10Y | +126.4% | +97.4% | +29.0% | +54.9% |
| All | +126.4% | +95.9% | +30.5% | +54.9% |
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