+2.3%
AKAM vs FCEL
-63.4%
+65.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.9% | +2.6% | -2.9% |
| 7D | +0.6% | +6.3% | -5.7% | 0.0% |
| 30D | -8.2% | -18.8% | +10.6% | -7.1% |
| 3M | -17.6% | -3.8% | -13.7% | -18.9% |
| 6M | +2.5% | +121.1% | -118.6% | -4.8% |
| YTD | +22.8% | +113.3% | -90.5% | +13.8% |
| 1Y | +39.6% | +173.5% | -133.9% | +26.2% |
| All | +2.3% | -63.4% | +65.7% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling