-41.2%
AKAM vs FCEL
-99.9%
+58.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.6% | +4.2% | -0.6% |
| 7D | +2.8% | -2.8% | +5.6% | +3.0% |
| 30D | -6.9% | -31.6% | +24.8% | -2.7% |
| 3M | -31.8% | -52.4% | +20.6% | -26.1% |
| 6M | -47.0% | -51.4% | +4.4% | -45.3% |
| YTD | -2.1% | +32.4% | -34.5% | -13.4% |
| 1Y | -3.7% | +37.5% | -41.2% | -15.9% |
| 3Y | -23.0% | -69.3% | +46.2% | -28.7% |
| 5Y | -23.4% | -97.1% | +73.7% | -10.2% |
| 10Y | +30.5% | -99.1% | +129.6% | +2.4% |
| All | -41.2% | -99.9% | +58.8% | -64.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling