+29.8%
AKAM vs BIYA
-99.8%
+129.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.2% |
| 7D | -2.1% | +1.3% | -3.4% | -2.1% |
| 30D | -13.9% | -21.0% | +7.0% | -14.0% |
| 3M | -33.8% | -74.3% | +40.5% | -34.2% |
| 6M | +2.2% | -84.6% | +86.8% | +2.0% |
| YTD | +20.6% | -94.2% | +114.8% | +20.8% |
| 1Y | +36.3% | -98.2% | +134.5% | +37.5% |
| All | +29.8% | -99.8% | +129.6% | +30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling