+46.4%
DRAM vs AKAM
-25.7%
+72.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.3% | -7.0% | -5.0% |
| 7D | -14.7% | -3.3% | -11.4% | -12.8% |
| 30D | -28.9% | -21.7% | -7.2% | -19.3% |
| 3M | -18.1% | -28.8% | +10.8% | -2.7% |
| 6M | -23.0% | -43.3% | +20.3% | +1.4% |
| All | +46.4% | -25.7% | +72.1% | +76.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling