+722.9%
DUK vs AKAM
+0.7%
+722.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.9% | -5.5% | -0.8% |
| 7D | -0.1% | +5.4% | -5.5% | -0.3% |
| 30D | +0.2% | -5.9% | +6.1% | +0.4% |
| 3M | -1.9% | -19.6% | +17.8% | -1.2% |
| 6M | -6.5% | +8.5% | -15.0% | -7.3% |
| YTD | +5.4% | +26.9% | -21.5% | +3.8% |
| 1Y | +3.6% | +41.7% | -38.1% | +1.4% |
| 3Y | +48.1% | +5.8% | +42.3% | +46.1% |
| 5Y | +39.6% | -2.3% | +41.9% | +37.7% |
| 10Y | +131.8% | +111.0% | +20.9% | +121.7% |
| All | +722.9% | +0.7% | +722.2% | +555.2% |
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 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