+5.7%
AKAM vs BB
+66.7%
-60.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.5% | +6.4% | +5.1% |
| 7D | +5.4% | +1.8% | +3.5% | +5.1% |
| 30D | -5.9% | -12.2% | +6.4% | -3.9% |
| 3M | -19.6% | -12.3% | -7.3% | -18.9% |
| 6M | +8.5% | +122.7% | -114.2% | -6.1% |
| YTD | +26.9% | +104.5% | -77.6% | +11.3% |
| 1Y | +41.7% | +106.7% | -65.0% | +23.2% |
| All | +5.7% | +66.7% | -60.9% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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