-5.7%
AKAM vs BROS
+41.2%
-46.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.5% |
| 7D | -0.8% | -0.9% | +0.1% | -0.7% |
| 30D | -4.5% | -13.5% | +9.0% | -3.3% |
| 3M | -25.6% | -18.4% | -7.1% | -24.5% |
| 6M | +5.7% | -10.6% | +16.3% | +5.9% |
| YTD | +21.0% | -25.1% | +46.1% | +23.1% |
| 1Y | +33.9% | -28.6% | +62.5% | +36.5% |
| 3Y | +0.9% | +65.6% | -64.7% | -6.0% |
| All | -5.7% | +41.2% | -46.8% | -12.6% |
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 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