-23.7%
AKAM vs BROS
+10.5%
-34.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.5% | -7.8% | -1.9% |
| 7D | +2.8% | +6.3% | -3.5% | +2.1% |
| 30D | -6.9% | -8.3% | +1.5% | -6.2% |
| 3M | -31.8% | -29.8% | -2.1% | -29.8% |
| 6M | -47.0% | -25.8% | -21.2% | -46.0% |
| YTD | -2.1% | -41.4% | +39.2% | +1.6% |
| 1Y | -3.7% | -35.2% | +31.5% | -1.1% |
| 3Y | -23.0% | +32.8% | -55.8% | -26.9% |
| 5Y | -23.4% | -42.2% | +18.7% | -25.7% |
| All | -23.7% | +10.5% | -34.2% | -27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling