-27.3%
AKAM vs FCEL
-99.9%
+72.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +18.8% | -18.4% | -2.0% |
| 7D | -0.8% | +4.0% | -4.8% | -1.7% |
| 30D | -4.5% | -13.1% | +8.6% | -3.4% |
| 3M | -25.6% | +14.6% | -40.1% | -29.5% |
| 6M | +5.7% | +133.7% | -128.0% | -11.2% |
| YTD | +21.0% | +143.0% | -121.9% | 0.0% |
| 1Y | +33.9% | +320.9% | -287.0% | -0.1% |
| 3Y | +0.9% | -58.9% | +59.8% | -9.6% |
| 5Y | -6.9% | -89.7% | +82.8% | -8.5% |
| 10Y | +97.4% | -99.1% | +196.5% | +62.1% |
| All | -27.3% | -99.9% | +72.6% | -59.4% |
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