-23.0%
AKAM vs FGI
-16.0%
-7.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -25.2% | +23.8% | -1.3% |
| 7D | +2.8% | -14.4% | +17.2% | +2.8% |
| 30D | -6.9% | -11.8% | +4.9% | -6.8% |
| 3M | -31.8% | -46.2% | +14.4% | -31.8% |
| 6M | -47.0% | +5.2% | -52.2% | -47.0% |
| YTD | -2.1% | +10.5% | -12.6% | -1.9% |
| 1Y | -3.7% | +25.5% | -29.2% | -3.2% |
| 3Y | -23.0% | -16.0% | -7.0% | -18.6% |
| All | -23.0% | -16.0% | -7.0% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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