+0.9%
AKAM vs FDX
+62.0%
-61.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +1.2% |
| 7D | -0.8% | -3.3% | +2.5% | +0.3% |
| 30D | -4.5% | -1.4% | -3.1% | -4.1% |
| 3M | -25.6% | -4.5% | -21.0% | -24.7% |
| 6M | +5.7% | +9.4% | -3.7% | +1.5% |
| YTD | +21.0% | +36.0% | -15.0% | +7.1% |
| 1Y | +33.9% | +75.5% | -41.6% | +8.3% |
| 3Y | +0.9% | +62.8% | -61.9% | -19.2% |
| All | +0.9% | +62.0% | -61.2% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling