-42.8%
AKAM vs FE
+500.8%
-543.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.4% | +7.2% | +6.9% |
| 7D | -10.4% | 0.0% | -10.3% | -10.4% |
| 30D | -20.6% | +5.2% | -25.8% | -21.7% |
| 3M | -29.9% | 0.0% | -29.9% | -30.0% |
| 6M | -31.9% | +5.0% | -36.9% | -33.2% |
| YTD | -4.8% | +7.9% | -12.7% | -7.4% |
| 1Y | +13.8% | +6.3% | +7.5% | +11.1% |
| 3Y | -23.4% | +46.0% | -69.4% | -32.4% |
| 5Y | -22.6% | +45.6% | -68.2% | -32.1% |
| 10Y | +26.3% | +109.3% | -83.1% | -5.2% |
| All | -42.8% | +500.8% | -543.6% | -15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling