+101.1%
AKAM vs FCEL
-99.1%
+200.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.4% |
| 7D | +1.5% | +6.3% | -4.8% | +1.2% |
| 30D | -13.0% | -26.7% | +13.6% | -12.1% |
| 3M | -19.4% | -10.2% | -9.2% | -19.8% |
| 6M | +0.3% | +123.5% | -123.2% | -3.9% |
| YTD | +22.4% | +117.4% | -95.0% | +17.0% |
| 1Y | +34.8% | +146.0% | -111.1% | +27.7% |
| 3Y | +1.9% | -61.9% | +63.8% | -0.8% |
| 5Y | -4.6% | -90.5% | +85.9% | -5.1% |
| All | +101.1% | -99.1% | +200.3% | +111.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 10y: compounded portfolio wealth divided by compounded FCEL 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…
10y analysis · Full analysis span regression · 6 months rolling