+101.1%
AKAM vs BRKR
+155.3%
-54.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +1.5% | -8.7% | +10.2% | +3.6% |
| 30D | -13.0% | -9.9% | -3.2% | -11.0% |
| 3M | -19.4% | -3.1% | -16.3% | -20.5% |
| 6M | +0.3% | +45.5% | -45.2% | -12.0% |
| YTD | +22.4% | +13.7% | +8.7% | +13.7% |
| 1Y | +34.8% | +67.4% | -32.6% | +11.4% |
| 3Y | +1.9% | -13.2% | +15.2% | -3.4% |
| 5Y | -4.6% | -39.5% | +34.9% | -2.2% |
| All | +101.1% | +155.3% | -54.2% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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