+111.4%
DAL vs AKAM
-21.8%
+133.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | 0.0% |
| 7D | -1.1% | +2.8% | -3.9% | -1.9% |
| 30D | +12.8% | -6.9% | +19.7% | +14.6% |
| 3M | -5.3% | -31.8% | +26.6% | +4.1% |
| 6M | +22.4% | -47.0% | +69.4% | +43.3% |
| YTD | +25.6% | -2.1% | +27.7% | +13.7% |
| 1Y | +45.5% | -3.7% | +49.2% | +32.5% |
| 3Y | +161.0% | -23.0% | +184.0% | +145.5% |
| All | +111.4% | -21.8% | +133.3% | +86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling