+32.3%
AKAM vs BURL
+244.4%
-212.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.1% |
| 7D | +11.2% | +0.4% | +10.8% | +11.1% |
| 30D | -13.4% | -4.3% | -9.0% | -12.9% |
| 3M | -29.5% | -28.8% | -0.7% | -26.0% |
| 6M | -42.1% | -12.8% | -29.3% | -41.3% |
| YTD | -0.8% | -12.8% | +12.0% | +0.2% |
| 1Y | -3.9% | -12.3% | +8.3% | -3.4% |
| 3Y | -21.9% | +92.7% | -114.5% | -31.0% |
| 5Y | -22.4% | -6.5% | -15.8% | -26.6% |
| All | +32.3% | +244.4% | -212.1% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 10y: compounded portfolio wealth divided by compounded BURL 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…
10y analysis · Full analysis span regression · 6 months rolling