+115.8%
AKAM vs BAH
+886.2%
-770.4%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.8% |
| 7D | -2.1% | -3.2% | +1.1% | -1.1% |
| 30D | -13.9% | +2.0% | -15.9% | -14.6% |
| 3M | -33.8% | -7.6% | -26.2% | -32.6% |
| 6M | +2.2% | -5.7% | +7.8% | +2.7% |
| YTD | +20.6% | -11.7% | +32.3% | +22.5% |
| 1Y | +36.3% | -27.4% | +63.7% | +46.4% |
| 3Y | -0.1% | -32.5% | +32.4% | +4.5% |
| 5Y | -7.5% | -3.3% | -4.2% | -17.0% |
| 10Y | +90.2% | +186.0% | -95.8% | +16.4% |
| All | +115.8% | +886.2% | -770.4% | -20.2% |
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 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