-99.9%
DFNS vs AKAM
+4.6%
-104.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +4.9% | -9.5% | -5.2% |
| 7D | +4.6% | +5.4% | -0.7% | +3.9% |
| 30D | -73.9% | -5.9% | -68.0% | -73.6% |
| 3M | -71.7% | -19.6% | -52.1% | -70.8% |
| 6M | -94.6% | +8.5% | -103.0% | -94.5% |
| YTD | -98.1% | +26.9% | -125.0% | -98.1% |
| 1Y | -98.3% | +41.7% | -140.0% | -98.3% |
| All | -99.9% | +4.6% | -104.5% | -99.9% |
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 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