-24.3%
AKAM vs FE
+47.1%
-71.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.4% | +7.2% | +6.7% |
| 7D | -10.4% | 0.0% | -10.3% | -10.4% |
| 30D | -20.6% | +5.2% | -25.8% | -20.6% |
| 3M | -29.9% | 0.0% | -29.9% | -29.9% |
| 6M | -31.9% | +5.0% | -36.9% | -32.0% |
| YTD | -4.8% | +7.9% | -12.7% | -5.5% |
| 1Y | +13.8% | +6.3% | +7.5% | +13.2% |
| All | -24.3% | +47.1% | -71.4% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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