+0.9%
AKAM vs FFIV
+141.9%
-141.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -0.8% | -1.5% | +0.7% | -0.1% |
| 30D | -4.5% | -2.7% | -1.8% | -3.2% |
| 3M | -25.6% | -1.7% | -23.9% | -25.0% |
| 6M | +5.7% | +36.1% | -30.4% | -6.7% |
| YTD | +21.0% | +52.6% | -31.6% | +1.4% |
| 1Y | +33.9% | +21.5% | +12.4% | +22.7% |
| 3Y | +0.9% | +142.7% | -141.8% | -27.6% |
| All | +0.9% | +141.9% | -141.1% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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