+101.8%
AKAM vs BLDR
+372.1%
-270.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.9% | +0.7% | -2.7% |
| 7D | +0.6% | -8.1% | +8.7% | +1.9% |
| 30D | -8.2% | -21.5% | +13.3% | -4.8% |
| 3M | -17.6% | -21.0% | +3.4% | -15.2% |
| 6M | +2.5% | -37.1% | +39.6% | +8.9% |
| YTD | +22.8% | -42.7% | +65.5% | +31.6% |
| 1Y | +39.6% | -58.0% | +97.5% | +57.5% |
| 3Y | +2.3% | -57.8% | +60.2% | +12.6% |
| 5Y | -4.3% | +10.3% | -14.6% | -11.6% |
| All | +101.8% | +372.1% | -270.3% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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