+30.5%
AKAM vs BP
+141.1%
-110.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.1% | -1.3% |
| 7D | +2.8% | +2.6% | +0.2% | +2.4% |
| 30D | -6.9% | -6.4% | -0.5% | -6.1% |
| 3M | -31.8% | +8.0% | -39.9% | -32.7% |
| 6M | -47.0% | +6.0% | -53.0% | -47.6% |
| YTD | -2.1% | +36.5% | -38.6% | -7.3% |
| 1Y | -3.7% | +31.7% | -35.4% | -8.3% |
| 3Y | -23.0% | +48.6% | -71.6% | -28.7% |
| 5Y | -23.4% | +111.7% | -135.1% | -33.0% |
| All | +30.5% | +141.1% | -110.6% | +25.0% |
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