-2.3%
AKAM vs BAH
-3.7%
+1.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.7% | +4.8% |
| 7D | +5.4% | -1.3% | +6.7% | +5.6% |
| 30D | -5.9% | -6.6% | +0.7% | -4.8% |
| 3M | -19.6% | -7.2% | -12.5% | -18.8% |
| 6M | +8.5% | -10.0% | +18.5% | +9.9% |
| YTD | +26.9% | -12.5% | +39.4% | +28.3% |
| 1Y | +41.7% | -27.9% | +69.6% | +48.1% |
| 3Y | +5.8% | -31.4% | +37.2% | +5.3% |
| 5Y | -2.3% | -3.2% | +0.9% | -15.5% |
| All | -2.3% | -3.7% | +1.3% | -15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling