+36.7%
AKAM vs BIYA
-99.8%
+136.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +4.9% |
| 7D | +5.4% | +2.7% | +2.6% | +5.4% |
| 30D | -5.9% | -16.7% | +10.8% | -5.9% |
| 3M | -19.6% | -74.6% | +55.0% | -20.1% |
| 6M | +8.5% | -85.4% | +93.9% | +8.3% |
| YTD | +26.9% | -94.2% | +121.1% | +27.1% |
| 1Y | +41.7% | -98.6% | +140.3% | +43.5% |
| All | +36.7% | -99.8% | +136.4% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling