+111.2%
AKAM vs BR
+1,281.7%
-1,170.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.2% | +5.0% |
| 7D | +5.4% | -5.0% | +10.4% | +8.4% |
| 30D | -5.9% | -2.5% | -3.4% | -4.9% |
| 3M | -19.6% | +13.5% | -33.1% | -26.1% |
| 6M | +8.5% | -9.4% | +17.9% | +12.5% |
| YTD | +26.9% | -23.3% | +50.2% | +44.0% |
| 1Y | +41.7% | -31.6% | +73.3% | +71.8% |
| 3Y | +5.8% | -5.1% | +10.9% | +4.0% |
| 5Y | -2.3% | +8.2% | -10.5% | -13.3% |
| 10Y | +111.0% | +189.8% | -78.9% | -5.4% |
| All | +111.2% | +1,281.7% | -1,170.5% | -67.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling