+5.7%
AKAM vs BWA
+67.1%
-61.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.5% | +6.4% | +5.4% |
| 7D | +5.4% | +0.1% | +5.3% | +5.3% |
| 30D | -5.9% | -5.6% | -0.3% | -4.2% |
| 3M | -19.6% | -10.7% | -8.9% | -16.9% |
| 6M | +8.5% | +23.2% | -14.7% | +1.6% |
| YTD | +26.9% | +46.0% | -19.1% | +11.0% |
| 1Y | +41.7% | +51.2% | -9.5% | +22.1% |
| All | +5.7% | +67.1% | -61.4% | -19.0% |
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