-26.4%
AKAM vs BNY
+557.0%
-583.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | +1.5% | -1.3% | +2.8% | +2.1% |
| 30D | -13.0% | -0.2% | -12.9% | -13.0% |
| 3M | -19.4% | +14.9% | -34.3% | -24.8% |
| 6M | +0.3% | +40.0% | -39.7% | -14.5% |
| YTD | +22.4% | +42.0% | -19.6% | +3.0% |
| 1Y | +34.8% | +56.9% | -22.0% | +8.1% |
| 3Y | +1.9% | +289.9% | -287.9% | -47.0% |
| 5Y | -4.6% | +259.2% | -263.8% | -50.1% |
| 10Y | +103.4% | +413.3% | -309.9% | -19.2% |
| All | -26.4% | +557.0% | -583.4% | -80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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