+1.9%
AKAM vs FANG
+45.3%
-43.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +1.5% | +2.9% | -1.4% | +1.0% |
| 30D | -13.0% | +2.6% | -15.6% | -13.4% |
| 3M | -19.4% | +7.6% | -27.0% | -20.6% |
| 6M | +0.3% | +17.3% | -17.0% | -3.3% |
| YTD | +22.4% | +38.7% | -16.3% | +13.6% |
| 1Y | +34.8% | +51.6% | -16.8% | +22.3% |
| 3Y | +1.9% | +50.0% | -48.0% | -5.5% |
| All | +1.9% | +45.3% | -43.3% | -5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling