+101.1%
AKAM vs BP
+137.7%
-36.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | +1.5% | +5.2% | -3.7% | +0.8% |
| 30D | -13.0% | +8.7% | -21.7% | -14.1% |
| 3M | -19.4% | +9.3% | -28.7% | -20.6% |
| 6M | +0.3% | +13.6% | -13.3% | -2.0% |
| YTD | +22.4% | +37.7% | -15.3% | +15.9% |
| 1Y | +34.8% | +40.6% | -5.8% | +27.1% |
| 3Y | +1.9% | +40.3% | -38.4% | -4.8% |
| 5Y | -4.6% | +141.4% | -146.0% | -18.3% |
| All | +101.1% | +137.7% | -36.6% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…
10y analysis · Full analysis span regression · 6 months rolling