-27.5%
AKAM vs FFIV
+483.9%
-511.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | -2.1% | -1.0% | -1.1% | -1.7% |
| 30D | -13.9% | -5.1% | -8.9% | -11.8% |
| 3M | -33.8% | -4.5% | -29.4% | -32.5% |
| 6M | +2.2% | +36.5% | -34.3% | -11.1% |
| YTD | +20.6% | +53.0% | -32.4% | -1.3% |
| 1Y | +36.3% | +24.2% | +12.1% | +21.5% |
| 3Y | -0.1% | +137.2% | -137.3% | -34.9% |
| 5Y | -7.5% | +91.8% | -99.3% | -35.3% |
| 10Y | +90.2% | +215.2% | -125.0% | -2.3% |
| All | -27.5% | +483.9% | -511.4% | -91.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling