+1.9%
AKAM vs BBY
+42.8%
-40.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -0.9% |
| 7D | +1.5% | +0.6% | +0.9% | +1.3% |
| 30D | -13.0% | +9.4% | -22.4% | -14.9% |
| 3M | -19.4% | +19.3% | -38.7% | -22.9% |
| 6M | +0.3% | +47.9% | -47.6% | -9.7% |
| YTD | +22.4% | +39.6% | -17.2% | +11.4% |
| 1Y | +34.8% | +22.2% | +12.7% | +27.2% |
| 3Y | +1.9% | +45.0% | -43.0% | -8.1% |
| All | +1.9% | +42.8% | -40.8% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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