+219.5%
AKAM vs BTG
+385.9%
-166.3%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.7% | +3.2% | +4.8% |
| 7D | +5.4% | +2.4% | +3.0% | +5.3% |
| 30D | -5.9% | +9.5% | -15.4% | -6.3% |
| 3M | -19.6% | +38.5% | -58.1% | -21.2% |
| 6M | +8.5% | +5.6% | +2.8% | +7.7% |
| YTD | +26.9% | +23.9% | +3.0% | +24.7% |
| 1Y | +41.7% | +32.1% | +9.6% | +38.5% |
| 3Y | +5.8% | +103.2% | -97.4% | +0.5% |
| 5Y | -2.3% | +79.7% | -82.0% | -7.2% |
| 10Y | +111.0% | +159.1% | -48.2% | +93.7% |
| All | +219.5% | +385.9% | -166.3% | +159.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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