+101.8%
AKAM vs BAH
+207.1%
-105.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.8% | -8.1% | -4.6% |
| 7D | +0.6% | +2.4% | -1.8% | -0.1% |
| 30D | -8.2% | -2.9% | -5.2% | -7.5% |
| 3M | -17.6% | -1.3% | -16.2% | -17.7% |
| 6M | +2.5% | -0.9% | +3.4% | +1.7% |
| YTD | +22.8% | -8.2% | +31.0% | +23.2% |
| 1Y | +39.6% | -24.0% | +63.6% | +47.7% |
| 3Y | +2.3% | -28.1% | +30.4% | +3.4% |
| 5Y | -4.3% | +2.5% | -6.8% | -18.7% |
| All | +101.8% | +207.1% | -105.3% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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