+4,190.9%
DHR vs AKAM
-4.0%
+4,194.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.2% |
| 7D | -0.8% | -0.8% | 0.0% | -0.7% |
| 30D | +0.2% | -4.5% | +4.7% | +0.7% |
| 3M | +12.1% | -25.6% | +37.6% | +15.5% |
| 6M | +5.4% | +5.7% | -0.3% | +2.8% |
| YTD | -10.0% | +21.0% | -31.0% | -14.1% |
| 1Y | +4.1% | +33.9% | -29.8% | -2.1% |
| 3Y | -5.2% | +0.9% | -6.1% | -8.6% |
| 5Y | -28.2% | -6.9% | -21.4% | -30.3% |
| 10Y | +208.4% | +97.4% | +111.0% | +170.2% |
| All | +4,190.9% | -4.0% | +4,194.9% | +2,572.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling