+213.1%
BAC vs AKAM
-21.3%
+234.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +1.5% | +11.2% | -9.7% | -0.3% |
| 30D | -6.4% | -13.4% | +7.0% | -4.5% |
| 3M | -21.7% | -29.5% | +7.8% | -17.7% |
| 6M | +0.5% | -42.1% | +42.6% | +8.1% |
| YTD | -6.7% | -0.8% | -5.9% | -9.8% |
| 1Y | -4.7% | -3.9% | -0.7% | -7.4% |
| 3Y | +96.1% | -21.9% | +117.9% | +93.6% |
| 5Y | +21.7% | -22.4% | +44.1% | +19.5% |
| 10Y | +232.0% | +32.3% | +199.7% | +193.2% |
| All | +213.1% | -21.3% | +234.4% | +78.9% |
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