-27.5%
AKAM vs BP
+172.9%
-200.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | -2.1% | +3.9% | -6.0% | -3.6% |
| 30D | -13.9% | +7.6% | -21.6% | -16.4% |
| 3M | -33.8% | +0.7% | -34.5% | -34.4% |
| 6M | +2.2% | +15.5% | -13.3% | -4.5% |
| YTD | +20.6% | +30.8% | -10.2% | +6.8% |
| 1Y | +36.3% | +34.3% | +2.0% | +19.2% |
| 3Y | -0.1% | +35.1% | -35.2% | -14.6% |
| 5Y | -7.5% | +126.8% | -134.4% | -38.9% |
| 10Y | +90.2% | +123.4% | -33.2% | +10.0% |
| All | -27.5% | +172.9% | -200.4% | -65.9% |
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 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