+101.1%
AKAM vs BRO
+294.2%
-193.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +1.5% | -7.3% | +8.8% | +3.8% |
| 30D | -13.0% | -6.9% | -6.2% | -11.4% |
| 3M | -19.4% | +10.7% | -30.0% | -23.1% |
| 6M | +0.3% | -2.7% | +3.0% | -0.2% |
| YTD | +22.4% | -16.3% | +38.7% | +28.3% |
| 1Y | +34.8% | -29.1% | +63.9% | +50.4% |
| 3Y | +1.9% | -7.8% | +9.8% | 0.0% |
| 5Y | -4.6% | +18.7% | -23.3% | -18.3% |
| All | +101.1% | +294.2% | -193.1% | -1.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling