-2.3%
AKAM vs FDS
-23.5%
+21.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.4% | +8.3% | +5.7% |
| 7D | +5.4% | -8.8% | +14.2% | +7.7% |
| 30D | -5.9% | -1.4% | -4.5% | -5.8% |
| 3M | -19.6% | +13.9% | -33.5% | -23.8% |
| 6M | +8.5% | +27.4% | -18.9% | -2.4% |
| YTD | +26.9% | -2.5% | +29.4% | +26.4% |
| 1Y | +41.7% | -23.8% | +65.5% | +55.2% |
| 3Y | +5.8% | -32.5% | +38.3% | +20.4% |
| 5Y | -2.3% | -23.2% | +20.9% | +10.3% |
| All | -2.3% | -23.5% | +21.1% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling