-27.5%
AKAM vs FDX
+1,058.1%
-1,085.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.9% |
| 7D | -2.1% | -2.5% | +0.4% | -0.9% |
| 30D | -13.9% | +3.8% | -17.7% | -15.6% |
| 3M | -33.8% | -1.3% | -32.5% | -33.8% |
| 6M | +2.2% | +5.0% | -2.8% | -1.7% |
| YTD | +20.6% | +39.6% | -19.0% | +0.1% |
| 1Y | +36.3% | +81.1% | -44.8% | -1.0% |
| 3Y | -0.1% | +63.0% | -63.2% | -26.9% |
| 5Y | -7.5% | +65.6% | -73.1% | -37.3% |
| 10Y | +90.2% | +183.4% | -93.2% | -19.8% |
| All | -27.5% | +1,058.1% | -1,085.7% | -90.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling