-28.3%
AKAM vs BURL
-15.8%
-12.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.9% | -6.5% | -8.9% |
| 7D | -21.7% | +3.5% | -25.1% | -22.1% |
| 30D | -28.3% | -9.3% | -19.1% | -27.1% |
| 3M | -36.3% | -32.1% | -4.2% | -32.1% |
| 6M | -34.0% | -19.8% | -14.2% | -31.9% |
| YTD | -10.8% | -13.2% | +2.4% | -9.7% |
| 1Y | +6.7% | -7.8% | +14.5% | +6.3% |
| 3Y | -28.3% | +89.3% | -117.6% | -37.6% |
| All | -28.3% | -15.8% | -12.5% | -31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling