-23.0%
AKAM vs BWA
+64.0%
-87.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | +2.8% | +4.3% | -1.5% | +1.0% |
| 30D | -6.9% | -13.0% | +6.1% | -2.1% |
| 3M | -31.8% | -24.8% | -7.0% | -24.5% |
| 6M | -47.0% | -23.5% | -23.5% | -42.0% |
| YTD | -2.1% | +13.8% | -16.0% | -8.0% |
| 1Y | -3.7% | +13.4% | -17.1% | -9.6% |
| 3Y | -23.0% | +62.8% | -85.8% | -38.7% |
| All | -23.0% | +64.0% | -87.0% | -38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling