-2.3%
AKAM vs FDX
+63.0%
-65.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.6% | +6.4% | +5.3% |
| 7D | +5.4% | -2.3% | +7.7% | +6.0% |
| 30D | -5.9% | -4.9% | -1.0% | -4.6% |
| 3M | -19.6% | -6.5% | -13.2% | -18.4% |
| 6M | +8.5% | +6.7% | +1.8% | +5.7% |
| YTD | +26.9% | +33.9% | -6.9% | +15.7% |
| 1Y | +41.7% | +72.2% | -30.5% | +20.4% |
| 3Y | +5.8% | +60.2% | -54.4% | -10.2% |
| 5Y | -2.3% | +62.9% | -65.3% | -21.3% |
| All | -2.3% | +63.0% | -65.3% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling