-41.2%
AKAM vs BN
+9,276.0%
-9,317.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.5% |
| 7D | +2.8% | -1.0% | +3.8% | +3.1% |
| 30D | -6.9% | +14.0% | -20.8% | -13.3% |
| 3M | -31.8% | -9.0% | -22.8% | -28.9% |
| 6M | -47.0% | -8.8% | -38.2% | -45.0% |
| YTD | -2.1% | -10.3% | +8.1% | +1.7% |
| 1Y | -3.7% | -5.8% | +2.1% | -2.4% |
| 3Y | -23.0% | +94.8% | -117.8% | -47.3% |
| 5Y | -23.4% | +31.5% | -54.9% | -38.3% |
| 10Y | +30.5% | +291.9% | -261.4% | -48.7% |
| All | -41.2% | +9,276.0% | -9,317.2% | -95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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