-4.5%
AKAM vs FANG
+232.6%
-237.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +1.5% | +2.9% | -1.4% | +1.1% |
| 30D | -13.0% | +2.6% | -15.6% | -13.3% |
| 3M | -19.4% | +7.6% | -27.0% | -20.2% |
| 6M | +0.3% | +17.3% | -17.0% | -2.2% |
| YTD | +22.4% | +38.7% | -16.3% | +16.4% |
| 1Y | +34.8% | +51.6% | -16.8% | +26.4% |
| 3Y | +1.9% | +50.0% | -48.0% | -5.2% |
| All | -4.5% | +232.6% | -237.0% | -13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling