+161.0%
DAL vs AKAM
-22.7%
+183.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.1% |
| 7D | -1.1% | +2.8% | -3.9% | -1.8% |
| 30D | +12.8% | -6.9% | +19.7% | +14.3% |
| 3M | -5.3% | -31.8% | +26.6% | +2.1% |
| 6M | +22.4% | -47.0% | +69.4% | +38.8% |
| YTD | +25.6% | -2.1% | +27.7% | +15.0% |
| 1Y | +45.5% | -3.7% | +49.2% | +34.0% |
| 3Y | +161.0% | -23.0% | +184.0% | +129.3% |
| All | +161.0% | -22.7% | +183.7% | +129.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling