+30.5%
AKAM vs BAX
-35.8%
+66.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | +2.8% | +0.1% | +2.7% | +2.7% |
| 30D | -6.9% | +4.1% | -11.0% | -8.2% |
| 3M | -31.8% | -4.5% | -27.3% | -31.3% |
| 6M | -47.0% | +49.2% | -96.2% | -53.6% |
| YTD | -2.1% | +35.2% | -37.4% | -13.9% |
| 1Y | -3.7% | +38.3% | -42.0% | -16.1% |
| 3Y | -23.0% | -19.0% | -4.0% | -22.3% |
| 5Y | -23.4% | -64.2% | +40.8% | +7.6% |
| All | +30.5% | -35.8% | +66.3% | +40.1% |
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