+288.6%
BAC vs AKAM
-4.3%
+292.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.1% |
| 7D | +1.1% | -2.1% | +3.2% | +1.4% |
| 30D | -0.4% | -13.9% | +13.5% | +1.8% |
| 3M | +16.9% | -33.8% | +50.7% | +23.9% |
| 6M | +26.6% | +2.2% | +24.4% | +23.3% |
| YTD | +15.8% | +20.6% | -4.8% | +9.0% |
| 1Y | +27.2% | +36.3% | -9.1% | +17.0% |
| 3Y | +132.4% | -0.1% | +132.5% | +121.8% |
| 5Y | +72.6% | -7.5% | +80.1% | +65.7% |
| 10Y | +389.7% | +90.2% | +299.6% | +310.0% |
| All | +288.6% | -4.3% | +292.9% | +116.4% |
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