-27.5%
AKAM vs BB
+49.0%
-76.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -2.1% | -5.6% | +3.5% | -0.4% |
| 30D | -13.9% | -11.8% | -2.1% | -10.8% |
| 3M | -33.8% | -25.5% | -8.3% | -29.3% |
| 6M | +2.2% | +121.3% | -119.1% | -22.9% |
| YTD | +20.6% | +103.2% | -82.6% | -6.7% |
| 1Y | +36.3% | +102.6% | -66.3% | +4.1% |
| 3Y | -0.1% | +37.5% | -37.6% | -22.7% |
| 5Y | -7.5% | -30.4% | +22.9% | -18.3% |
| 10Y | +90.2% | 0.0% | +90.2% | +1.9% |
| All | -27.5% | +49.0% | -76.6% | -84.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling