+101.8%
AKAM vs FHN
+129.4%
-27.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.4% |
| 7D | +0.6% | -0.8% | +1.4% | +0.7% |
| 30D | -8.2% | -2.6% | -5.5% | -7.8% |
| 3M | -17.6% | +0.8% | -18.4% | -17.7% |
| 6M | +2.5% | +9.2% | -6.7% | +1.2% |
| YTD | +22.8% | +5.1% | +17.7% | +21.6% |
| 1Y | +39.6% | +12.2% | +27.4% | +36.9% |
| 3Y | +2.3% | +132.4% | -130.1% | -7.9% |
| 5Y | -4.3% | +91.1% | -95.4% | -13.6% |
| All | +101.8% | +129.4% | -27.6% | +92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 10y: compounded portfolio wealth divided by compounded FHN 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…
10y analysis · Full analysis span regression · 6 months rolling