+36.3%
AKAM vs BROS
-35.3%
+71.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.2% |
| 7D | -2.1% | -6.7% | +4.6% | -1.7% |
| 30D | -13.9% | -29.1% | +15.1% | -12.5% |
| 3M | -33.8% | -16.7% | -17.1% | -33.3% |
| 6M | +2.2% | -11.6% | +13.8% | +2.5% |
| YTD | +20.6% | -23.9% | +44.5% | +23.7% |
| 1Y | +36.3% | -34.8% | +71.1% | +38.6% |
| All | +36.3% | -35.3% | +71.6% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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