+481.6%
BA vs AKAM
-27.0%
+508.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.2% |
| 7D | -1.7% | -7.4% | +5.7% | -0.9% |
| 30D | -9.5% | -24.9% | +15.5% | -6.4% |
| 3M | -26.5% | -27.4% | +0.9% | -23.9% |
| 6M | -27.4% | -45.6% | +18.3% | -22.4% |
| YTD | -20.6% | -8.0% | -12.6% | -21.5% |
| 1Y | -11.4% | -4.1% | -7.3% | -12.9% |
| 3Y | -10.8% | -26.9% | +16.0% | -10.5% |
| 5Y | -21.9% | -26.6% | +4.6% | -21.8% |
| 10Y | +28.1% | +20.7% | +7.5% | +19.4% |
| All | +481.6% | -27.0% | +508.6% | +263.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling