+101.1%
AKAM vs BAX
-38.1%
+139.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.1% |
| 7D | +1.5% | -7.9% | +9.4% | +3.7% |
| 30D | -13.0% | -11.7% | -1.4% | -10.2% |
| 3M | -19.4% | +16.2% | -35.6% | -23.4% |
| 6M | +0.3% | +32.0% | -31.7% | -8.8% |
| YTD | +22.4% | +24.7% | -2.3% | +10.8% |
| 1Y | +34.8% | -2.6% | +37.5% | +31.5% |
| 3Y | +1.9% | -35.0% | +36.9% | +10.7% |
| 5Y | -4.6% | -67.6% | +63.0% | +36.5% |
| All | +101.1% | -38.1% | +139.3% | +145.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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