-23.0%
AKAM vs BAX
-18.0%
-5.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | +2.8% | +0.1% | +2.7% | +2.8% |
| 30D | -6.9% | +4.1% | -11.0% | -7.4% |
| 3M | -31.8% | -4.5% | -27.3% | -31.5% |
| 6M | -47.0% | +49.2% | -96.2% | -50.4% |
| YTD | -2.1% | +35.2% | -37.4% | -9.2% |
| 1Y | -3.7% | +38.3% | -42.0% | -11.3% |
| 3Y | -23.0% | -19.0% | -4.0% | -18.9% |
| All | -23.0% | -18.0% | -5.1% | -18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling