-21.9%
AKAM vs BP
+48.4%
-70.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +3.3% |
| 7D | +0.9% | -0.8% | +1.6% | +1.0% |
| 30D | -14.7% | -3.1% | -11.6% | -14.3% |
| 3M | -25.7% | +6.2% | -31.9% | -26.7% |
| 6M | -43.4% | +4.8% | -48.1% | -44.2% |
| YTD | -0.7% | +35.2% | -35.8% | -9.4% |
| 1Y | -4.3% | +27.4% | -31.8% | -11.1% |
| All | -21.9% | +48.4% | -70.3% | -32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling