+101.8%
AKAM vs FDX
+182.3%
-80.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.5% |
| 7D | +0.6% | -3.9% | +4.4% | +1.6% |
| 30D | -8.2% | -3.3% | -4.9% | -7.4% |
| 3M | -17.6% | -2.0% | -15.6% | -17.4% |
| 6M | +2.5% | +8.0% | -5.5% | -0.3% |
| YTD | +22.8% | +35.0% | -12.2% | +11.9% |
| 1Y | +39.6% | +73.7% | -34.1% | +18.6% |
| 3Y | +2.3% | +61.6% | -59.2% | -13.0% |
| 5Y | -4.3% | +65.4% | -69.7% | -21.2% |
| All | +101.8% | +182.3% | -80.5% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 10y: compounded portfolio wealth divided by compounded FDX 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…
10y analysis · Full analysis span regression · 6 months rolling