+96.6%
BAC vs AKAM
-21.6%
+118.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.6% | -0.3% |
| 7D | -1.9% | +0.9% | -2.7% | -2.0% |
| 30D | -7.2% | -14.7% | +7.6% | -6.0% |
| 3M | -20.4% | -25.7% | +5.3% | -18.7% |
| 6M | +1.3% | -43.4% | +44.6% | +5.6% |
| YTD | -6.4% | -0.7% | -5.7% | -10.6% |
| 1Y | -3.5% | -4.3% | +0.8% | -7.2% |
| All | +96.6% | -21.6% | +118.1% | +72.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling