-22.1%
BA vs AKAM
-22.7%
+0.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.7% | -6.2% | -0.8% |
| 7D | +1.1% | -10.4% | +11.5% | +3.1% |
| 30D | -7.9% | -20.6% | +12.6% | -4.0% |
| 3M | -25.3% | -29.9% | +4.6% | -20.4% |
| 6M | -24.6% | -31.9% | +7.3% | -20.2% |
| YTD | -20.1% | -4.8% | -15.4% | -24.4% |
| 1Y | -11.8% | +13.8% | -25.6% | -21.4% |
| 3Y | -10.1% | -23.4% | +13.2% | -12.7% |
| All | -22.1% | -22.7% | +0.5% | -26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling