+19.4%
AKAM vs BRO
-3.6%
+23.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.5% | -5.1% | +0.5% |
| 7D | -12.4% | +12.4% | -24.8% | -9.6% |
| 30D | -20.4% | +21.6% | -42.0% | -16.1% |
| 3M | -30.3% | +4.3% | -34.7% | -28.9% |
| 6M | -18.8% | +29.2% | -48.0% | -15.0% |
| YTD | -1.5% | -6.4% | +4.8% | +11.4% |
| 1Y | +19.4% | -5.3% | +24.7% | +33.7% |
| All | +19.4% | -3.6% | +23.0% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling