+5.7%
AKAM vs BROS
+62.9%
-57.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.0% | +6.9% | +5.0% |
| 7D | +5.4% | -6.6% | +12.0% | +6.0% |
| 30D | -5.9% | -12.3% | +6.5% | -4.8% |
| 3M | -19.6% | -22.2% | +2.6% | -18.2% |
| 6M | +8.5% | -14.3% | +22.7% | +9.0% |
| YTD | +26.9% | -26.6% | +53.5% | +29.4% |
| 1Y | +41.7% | -31.5% | +73.2% | +45.0% |
| All | +5.7% | +62.9% | -57.2% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling