-27.5%
AKAM vs BWA
+2,019.1%
-2,046.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -2.5% |
| 7D | -2.1% | +5.7% | -7.8% | -4.7% |
| 30D | -13.9% | +1.4% | -15.4% | -14.8% |
| 3M | -33.8% | -12.1% | -21.7% | -30.1% |
| 6M | +2.2% | +28.6% | -26.4% | -10.2% |
| YTD | +20.6% | +51.1% | -30.5% | -4.2% |
| 1Y | +36.3% | +55.9% | -19.6% | +6.1% |
| 3Y | -0.1% | +70.1% | -70.3% | -28.4% |
| 5Y | -7.5% | +90.7% | -98.2% | -40.8% |
| 10Y | +90.2% | +154.0% | -63.8% | -14.3% |
| All | -27.5% | +2,019.1% | -2,046.6% | -94.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling