-2.3%
AKAM vs FHN
+90.1%
-92.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.2% | +4.9% |
| 7D | +5.4% | 0.0% | +5.3% | +5.4% |
| 30D | -5.9% | -2.6% | -3.3% | -5.4% |
| 3M | -19.6% | 0.0% | -19.7% | -19.7% |
| 6M | +8.5% | +9.2% | -0.8% | +6.7% |
| YTD | +26.9% | +4.3% | +22.6% | +25.5% |
| 1Y | +41.7% | +10.8% | +30.9% | +38.2% |
| 3Y | +5.8% | +130.7% | -124.9% | -6.7% |
| 5Y | -2.3% | +87.4% | -89.7% | -15.1% |
| All | -2.3% | +90.1% | -92.4% | -15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling