-23.8%
AKAM vs BURL
-14.7%
-9.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.5% | +4.5% |
| 7D | -3.3% | +5.9% | -9.1% | -4.3% |
| 30D | -21.7% | -8.3% | -13.4% | -20.6% |
| 3M | -28.8% | -31.6% | +2.8% | -24.3% |
| 6M | -43.3% | -16.6% | -26.7% | -42.0% |
| YTD | -4.1% | -12.1% | +8.0% | -3.2% |
| 1Y | -3.9% | -10.0% | +6.1% | -3.9% |
| 3Y | -24.4% | +94.3% | -118.7% | -34.6% |
| 5Y | -23.8% | -13.2% | -10.5% | -27.6% |
| All | -23.8% | -14.7% | -9.1% | -27.6% |
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