-4.5%
AKAM vs BG
+81.8%
-86.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | 0.0% |
| 7D | +1.5% | +3.1% | -1.6% | +1.0% |
| 30D | -13.0% | +10.2% | -23.3% | -14.5% |
| 3M | -19.4% | -1.7% | -17.7% | -19.4% |
| 6M | +0.3% | +1.0% | -0.7% | 0.0% |
| YTD | +22.4% | +39.9% | -17.5% | +17.1% |
| 1Y | +34.8% | +53.2% | -18.4% | +27.2% |
| 3Y | +1.9% | +16.3% | -14.3% | -1.3% |
| All | -4.5% | +81.8% | -86.3% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 5y: compounded portfolio wealth divided by compounded BG 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…
5y analysis · Full analysis span regression · 6 months rolling