-4.3%
AKAM vs BROS
+33.7%
-38.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.4% | +0.1% | -3.0% |
| 7D | +0.6% | -6.1% | +6.6% | +1.2% |
| 30D | -8.2% | -12.4% | +4.2% | -7.1% |
| 3M | -17.6% | -27.9% | +10.4% | -15.4% |
| 6M | +2.5% | -16.8% | +19.3% | +3.3% |
| YTD | +22.8% | -29.0% | +51.8% | +25.5% |
| 1Y | +39.6% | -33.2% | +72.8% | +43.2% |
| 3Y | +2.3% | +56.8% | -54.4% | -4.2% |
| All | -4.3% | +33.7% | -38.0% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling