+10.9%
AKAM vs BAM
+71.9%
-60.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +1.5% |
| 7D | -0.8% | -1.6% | +0.8% | -0.3% |
| 30D | -4.5% | -6.0% | +1.5% | -2.6% |
| 3M | -25.6% | +7.3% | -32.9% | -27.7% |
| 6M | +5.7% | +8.2% | -2.5% | +2.3% |
| YTD | +21.0% | -3.8% | +24.9% | +21.6% |
| 1Y | +33.9% | -10.7% | +44.6% | +37.7% |
| 3Y | +0.9% | +55.3% | -54.4% | -12.8% |
| All | +10.9% | +71.9% | -60.9% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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