+101.8%
AKAM vs BWA
+153.1%
-51.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -3.9% | -3.4% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | -8.2% | -5.5% | -2.7% | -6.9% |
| 3M | -17.6% | -7.6% | -10.0% | -16.2% |
| 6M | +2.5% | +25.0% | -22.5% | -3.0% |
| YTD | +22.8% | +47.0% | -24.2% | +10.6% |
| 1Y | +39.6% | +54.0% | -14.4% | +24.0% |
| 3Y | +2.3% | +70.7% | -68.3% | -13.1% |
| 5Y | -4.3% | +86.7% | -91.0% | -21.9% |
| All | +101.8% | +153.1% | -51.3% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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