+668.0%
BE vs AKAM
+7.5%
+660.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.3% | -3.6% | -4.4% |
| 7D | +10.8% | +2.8% | +8.0% | +9.4% |
| 30D | -19.8% | -6.9% | -12.9% | -17.1% |
| 3M | -18.7% | -31.8% | +13.1% | -4.7% |
| 6M | -33.7% | -47.0% | +13.3% | -14.7% |
| YTD | +121.0% | -2.1% | +123.1% | +112.1% |
| 1Y | +85.4% | -3.7% | +89.1% | +78.2% |
| 3Y | +1,709.5% | -23.0% | +1,732.6% | +1,750.8% |
| 5Y | +462.2% | -23.4% | +485.6% | +471.6% |
| All | +668.0% | +7.5% | +660.5% | +543.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling