+36.3%
AKAM vs FDS
-17.4%
+53.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -1.0% |
| 7D | -2.1% | -1.9% | -0.2% | -2.0% |
| 30D | -13.9% | +9.0% | -23.0% | -14.4% |
| 3M | -33.8% | +18.9% | -52.7% | -34.8% |
| 6M | +2.2% | +35.1% | -33.0% | -2.0% |
| YTD | +20.6% | +5.5% | +15.1% | +23.0% |
| 1Y | +36.3% | -16.8% | +53.1% | +38.7% |
| All | +36.3% | -17.4% | +53.7% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling