-99.9%
DFNS vs AKAM
-7.0%
-92.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | +0.8% | -0.8% | +1.6% | +0.9% |
| 30D | -73.2% | -4.5% | -68.8% | -73.0% |
| 3M | -72.4% | -25.6% | -46.9% | -71.6% |
| 6M | -95.2% | +5.7% | -100.9% | -95.2% |
| YTD | -98.0% | +21.0% | -119.0% | -98.0% |
| 1Y | -98.3% | +33.9% | -132.1% | -98.3% |
| 3Y | -99.9% | +0.9% | -100.8% | -99.9% |
| All | -99.9% | -7.0% | -92.9% | -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 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