+36.3%
AKAM vs FANG
+43.7%
-7.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -1.2% |
| 7D | -2.1% | +0.8% | -2.9% | -2.1% |
| 30D | -13.9% | +7.6% | -21.5% | -13.9% |
| 3M | -33.8% | -1.3% | -32.5% | -34.2% |
| 6M | +2.2% | +14.7% | -12.5% | +2.0% |
| YTD | +20.6% | +34.8% | -14.2% | +20.2% |
| 1Y | +36.3% | +42.9% | -6.6% | +34.2% |
| All | +36.3% | +43.7% | -7.4% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 1y: compounded portfolio wealth divided by compounded FANG 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…
1y analysis · Full analysis span regression · 6 months rolling