-21.3%
AKAM vs FCEL
-97.2%
+75.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.6% | +4.2% | -0.9% |
| 7D | +2.8% | -2.8% | +5.6% | +2.9% |
| 30D | -6.9% | -31.6% | +24.8% | -4.1% |
| 3M | -31.8% | -52.4% | +20.6% | -28.1% |
| 6M | -47.0% | -51.4% | +4.4% | -45.7% |
| YTD | -2.1% | +32.4% | -34.5% | -7.7% |
| 1Y | -3.7% | +37.5% | -41.2% | -9.8% |
| 3Y | -23.0% | -69.3% | +46.2% | -25.2% |
| All | -21.3% | -97.2% | +75.9% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling