+30.5%
AKAM vs BAH
+198.8%
-168.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.1% | -1.3% |
| 7D | +2.8% | +1.7% | +1.1% | +2.3% |
| 30D | -6.9% | +20.8% | -27.7% | -12.0% |
| 3M | -31.8% | +11.6% | -43.4% | -34.3% |
| 6M | -47.0% | +23.1% | -70.1% | -50.7% |
| YTD | -2.1% | +5.3% | -7.4% | -5.9% |
| 1Y | -3.7% | +6.1% | -9.8% | -8.0% |
| 3Y | -23.0% | -27.5% | +4.4% | -21.4% |
| 5Y | -23.4% | +6.2% | -29.6% | -35.1% |
| All | +30.5% | +198.8% | -168.3% | -28.2% |
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