+1.9%
AKAM vs BR
-5.3%
+7.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +1.5% | -3.0% | +4.5% | +2.3% |
| 30D | -13.0% | -0.3% | -12.7% | -13.1% |
| 3M | -19.4% | +17.3% | -36.7% | -23.7% |
| 6M | +0.3% | -6.7% | +7.0% | +3.3% |
| YTD | +22.4% | -23.4% | +45.8% | +37.5% |
| 1Y | +34.8% | -32.7% | +67.5% | +60.8% |
| 3Y | +1.9% | -5.9% | +7.9% | +7.4% |
| All | +1.9% | -5.3% | +7.3% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 3y: compounded portfolio wealth divided by compounded BR 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…
3y analysis · Full analysis span regression · 6 months rolling