-26.9%
AKAM vs BURL
+95.8%
-122.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.2% | -7.6% | -4.1% |
| 7D | -7.4% | +7.7% | -15.1% | -8.7% |
| 30D | -24.9% | -7.1% | -17.8% | -24.0% |
| 3M | -27.4% | -30.3% | +2.9% | -22.9% |
| 6M | -45.6% | -15.5% | -30.1% | -44.5% |
| YTD | -8.0% | -11.0% | +3.0% | -7.5% |
| 1Y | -4.1% | -8.4% | +4.3% | -4.6% |
| 3Y | -26.9% | +96.7% | -123.5% | -32.5% |
| All | -26.9% | +95.8% | -122.7% | -32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling