-0.9%
BA vs AKAM
-7.4%
+6.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.1% |
| 7D | +1.2% | -2.1% | +3.3% | +1.6% |
| 30D | -11.6% | -13.9% | +2.3% | -9.0% |
| 3M | -2.4% | -33.8% | +31.4% | +5.9% |
| 6M | -6.6% | +2.2% | -8.8% | -9.9% |
| YTD | -2.2% | +20.6% | -22.8% | -11.0% |
| 1Y | -8.0% | +36.3% | -44.3% | -19.8% |
| 3Y | -5.0% | -0.1% | -4.9% | -12.5% |
| All | -0.9% | -7.4% | +6.5% | -4.2% |
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