+72.3%
BA vs AKAM
+95.9%
-23.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +2.5% | -0.8% | +3.3% | +2.6% |
| 30D | -10.1% | -4.5% | -5.6% | -9.3% |
| 3M | -2.4% | -25.6% | +23.2% | +4.0% |
| 6M | -8.8% | +5.7% | -14.5% | -13.1% |
| YTD | -2.9% | +21.0% | -24.0% | -11.9% |
| 1Y | -8.8% | +33.9% | -42.6% | -20.0% |
| 3Y | -0.3% | +0.9% | -1.1% | -8.1% |
| 5Y | -0.3% | -6.9% | +6.6% | -7.4% |
| 10Y | +72.3% | +97.4% | -25.1% | +24.6% |
| All | +72.3% | +95.9% | -23.6% | +24.6% |
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