+77.5%
AKAM vs BAH
+1,079.0%
-1,001.5%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +11.2% | -2.6% | +13.8% | +11.9% |
| 30D | -13.4% | +20.4% | -33.7% | -18.2% |
| 3M | -29.5% | +11.9% | -41.4% | -32.2% |
| 6M | -42.1% | +17.1% | -59.3% | -45.6% |
| YTD | -0.8% | +5.5% | -6.3% | -4.9% |
| 1Y | -3.9% | +5.6% | -9.5% | -8.2% |
| 3Y | -21.9% | -26.5% | +4.7% | -20.0% |
| 5Y | -22.4% | +6.5% | -28.8% | -32.1% |
| 10Y | +32.3% | +203.0% | -170.8% | -20.4% |
| All | +77.5% | +1,079.0% | -1,001.5% | -38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling