-36.0%
DOW vs AKAM
-2.7%
-33.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.9% | -5.4% | -1.6% |
| 7D | -6.0% | +5.4% | -11.4% | -7.1% |
| 30D | -2.7% | -5.9% | +3.1% | -1.7% |
| 3M | -10.5% | -19.6% | +9.2% | -6.7% |
| 6M | -12.4% | +8.5% | -20.9% | -17.7% |
| YTD | +30.0% | +26.9% | +3.1% | +14.7% |
| 1Y | +27.8% | +41.7% | -13.9% | +8.1% |
| 3Y | -34.9% | +5.8% | -40.7% | -42.3% |
| All | -36.0% | -2.7% | -33.4% | -44.3% |
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 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