-41.2%
AKAM vs FDS
+1,964.2%
-2,005.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.5% |
| 7D | +2.8% | +1.5% | +1.3% | +2.0% |
| 30D | -6.9% | +14.8% | -21.7% | -14.3% |
| 3M | -31.8% | +16.3% | -48.1% | -38.5% |
| 6M | -47.0% | +66.2% | -113.2% | -62.2% |
| YTD | -2.1% | +16.2% | -18.4% | -17.1% |
| 1Y | -3.7% | +21.8% | -25.5% | -21.1% |
| 3Y | -23.0% | -23.9% | +0.8% | -19.7% |
| 5Y | -23.4% | -23.1% | -0.3% | -22.3% |
| 10Y | +30.5% | +128.7% | -98.2% | -37.0% |
| All | -41.2% | +1,964.2% | -2,005.4% | -93.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling