-26.2%
AKAM vs BBY
+545.1%
-571.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.3% | -3.3% |
| 7D | +0.6% | +0.7% | -0.1% | +0.3% |
| 30D | -8.2% | +5.8% | -14.0% | -10.6% |
| 3M | -17.6% | +18.0% | -35.6% | -23.5% |
| 6M | +2.5% | +39.8% | -37.3% | -12.1% |
| YTD | +22.8% | +35.4% | -12.6% | +6.0% |
| 1Y | +39.6% | +21.4% | +18.2% | +25.1% |
| 3Y | +2.3% | +39.5% | -37.2% | -17.0% |
| 5Y | -4.3% | -0.5% | -3.8% | -15.6% |
| 10Y | +104.1% | +240.0% | -136.0% | -7.6% |
| All | -26.2% | +545.1% | -571.3% | -83.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling