+32.2%
AKAM vs BIYA
-99.8%
+132.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.3% |
| 7D | +0.6% | -1.3% | +1.9% | +0.6% |
| 30D | -8.2% | -15.9% | +7.7% | -8.2% |
| 3M | -17.6% | -81.2% | +63.7% | -18.2% |
| 6M | +2.5% | -88.2% | +90.8% | +2.3% |
| YTD | +22.8% | -94.1% | +116.9% | +23.0% |
| 1Y | +39.6% | -98.7% | +138.2% | +41.5% |
| All | +32.2% | -99.8% | +132.0% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 10y: compounded portfolio wealth divided by compounded BIYA 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…
10y analysis · Full analysis span regression · 6 months rolling