-42.1%
AKAM vs FDS
+52.2%
-94.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | -0.3% |
| 7D | +11.2% | -2.6% | +13.8% | +10.7% |
| 30D | -13.4% | +14.1% | -27.4% | -11.5% |
| 3M | -29.5% | +19.8% | -49.3% | -27.0% |
| 6M | -42.1% | +55.0% | -97.1% | -39.1% |
| All | -42.1% | +52.2% | -94.3% | -39.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling