-41.2%
AKAM vs BP
+187.9%
-229.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.7% |
| 7D | +2.8% | +3.8% | -1.0% | +1.4% |
| 30D | -6.9% | -5.3% | -1.6% | -5.1% |
| 3M | -31.8% | +9.3% | -41.1% | -34.5% |
| 6M | -47.0% | +7.2% | -54.2% | -49.0% |
| YTD | -2.1% | +38.0% | -40.2% | -15.5% |
| 1Y | -3.7% | +33.2% | -36.9% | -15.8% |
| 3Y | -23.0% | +50.3% | -73.3% | -36.9% |
| 5Y | -23.4% | +114.1% | -137.5% | -48.0% |
| 10Y | +30.5% | +140.7% | -110.2% | -27.1% |
| All | -41.2% | +187.9% | -229.1% | -73.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling