+184.2%
AKAM vs FANG
+1,412.9%
-1,228.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +1.5% | +2.9% | -1.4% | +1.2% |
| 30D | -13.0% | +2.6% | -15.6% | -13.3% |
| 3M | -19.4% | +7.6% | -27.0% | -20.0% |
| 6M | +0.3% | +17.3% | -17.0% | -1.5% |
| YTD | +22.4% | +38.7% | -16.3% | +18.0% |
| 1Y | +34.8% | +51.6% | -16.8% | +28.8% |
| 3Y | +1.9% | +50.0% | -48.0% | -3.2% |
| 5Y | -4.6% | +237.6% | -242.1% | -16.7% |
| 10Y | +103.4% | +180.7% | -77.3% | +75.1% |
| All | +184.2% | +1,412.9% | -1,228.7% | +91.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling