+78.5%
AKAM vs FCUV
-95.9%
+174.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -7.0% | +11.9% | +4.9% |
| 7D | +5.4% | -63.8% | +69.1% | +5.5% |
| 30D | -5.9% | -14.7% | +8.8% | -5.9% |
| 3M | -19.6% | +65.3% | -84.9% | -20.1% |
| 6M | +8.5% | -68.5% | +77.0% | +8.0% |
| YTD | +26.9% | -83.0% | +110.0% | +26.4% |
| 1Y | +41.7% | -94.4% | +136.1% | +41.2% |
| 3Y | +5.8% | -99.3% | +105.1% | +5.5% |
| 5Y | -2.3% | -99.9% | +97.5% | -2.6% |
| 10Y | +111.0% | -98.6% | +209.6% | +110.2% |
| All | +78.5% | -95.9% | +174.4% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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