+2.3%
AKAM vs BTDR
+0.6%
+1.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.5% | +3.2% | -2.9% |
| 7D | +0.6% | -3.2% | +3.8% | +0.8% |
| 30D | -8.2% | +32.7% | -40.9% | -9.8% |
| 3M | -17.6% | -28.4% | +10.8% | -16.7% |
| 6M | +2.5% | +51.7% | -49.2% | -1.1% |
| YTD | +22.8% | +2.9% | +19.9% | +20.3% |
| 1Y | +39.6% | -15.5% | +55.1% | +36.4% |
| All | +2.3% | +0.6% | +1.7% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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