+967.7%
BX vs AKAM
+120.7%
+847.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.7% |
| 7D | -4.4% | -2.1% | -2.3% | -3.6% |
| 30D | +0.1% | -13.9% | +14.0% | +5.3% |
| 3M | +16.0% | -33.8% | +49.8% | +33.1% |
| 6M | +21.6% | +2.2% | +19.4% | +13.6% |
| YTD | -8.9% | +20.6% | -29.5% | -21.5% |
| 1Y | -16.6% | +36.3% | -52.9% | -32.1% |
| 3Y | +43.3% | -0.1% | +43.5% | +28.2% |
| 5Y | +25.7% | -7.5% | +33.2% | +15.7% |
| 10Y | +689.5% | +90.2% | +599.3% | +417.8% |
| All | +967.7% | +120.7% | +847.0% | +245.8% |
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