-41.2%
AKAM vs BB
+72.3%
-113.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.6% |
| 7D | +2.8% | +1.8% | +0.9% | +2.1% |
| 30D | -6.9% | +8.1% | -15.0% | -9.4% |
| 3M | -31.8% | -1.0% | -30.8% | -32.2% |
| 6M | -47.0% | +45.9% | -92.9% | -54.6% |
| YTD | -2.1% | +134.8% | -136.9% | -28.1% |
| 1Y | -3.7% | +104.6% | -108.3% | -26.7% |
| 3Y | -23.0% | +152.8% | -175.9% | -50.2% |
| 5Y | -23.4% | -17.4% | -6.0% | -35.6% |
| 10Y | +30.5% | +22.4% | +8.1% | -34.7% |
| All | -41.2% | +72.3% | -113.4% | -88.0% |
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