+101.5%
AKAM vs BURL
+1,051.1%
-949.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.6% |
| 7D | -2.1% | -2.8% | +0.7% | -1.7% |
| 30D | -13.9% | -28.2% | +14.2% | -9.4% |
| 3M | -33.8% | -17.6% | -16.2% | -31.9% |
| 6M | +2.2% | -11.8% | +14.0% | +3.6% |
| YTD | +20.6% | -8.1% | +28.7% | +21.2% |
| 1Y | +36.3% | -12.0% | +48.3% | +37.3% |
| 3Y | -0.1% | +63.3% | -63.4% | -10.4% |
| 5Y | -7.5% | -10.8% | +3.3% | -11.9% |
| 10Y | +90.2% | +215.9% | -125.7% | +36.9% |
| All | +101.5% | +1,051.1% | -949.6% | +13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling