-26.4%
AKAM vs BLK
+12,882.1%
-12,908.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -1.1% |
| 7D | +1.5% | -3.3% | +4.8% | +3.0% |
| 30D | -13.0% | -6.5% | -6.5% | -10.3% |
| 3M | -19.4% | +6.7% | -26.1% | -22.5% |
| 6M | +0.3% | +14.7% | -14.4% | -7.0% |
| YTD | +22.4% | +2.5% | +19.9% | +19.0% |
| 1Y | +34.8% | -2.8% | +37.6% | +34.2% |
| 3Y | +1.9% | +65.9% | -63.9% | -22.1% |
| 5Y | -4.6% | +33.0% | -37.6% | -21.2% |
| 10Y | +103.4% | +281.2% | -177.8% | -5.7% |
| All | -26.4% | +12,882.1% | -12,908.5% | -88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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