+26.6%
BA vs AKAM
+25.2%
+1.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.7% | -0.4% |
| 7D | 0.0% | -3.3% | +3.3% | +0.6% |
| 30D | -8.9% | -21.7% | +12.8% | -4.2% |
| 3M | -25.5% | -28.8% | +3.3% | -20.3% |
| 6M | -27.0% | -43.3% | +16.4% | -18.2% |
| YTD | -20.1% | -4.1% | -16.1% | -24.1% |
| 1Y | -11.0% | -3.9% | -7.1% | -15.6% |
| 3Y | -11.8% | -24.4% | +12.6% | -13.5% |
| 5Y | -20.6% | -23.8% | +3.1% | -23.5% |
| 10Y | +26.6% | +26.4% | +0.2% | +8.8% |
| All | +26.6% | +25.2% | +1.4% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 AKAM 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