-27.5%
AKAM vs FHN
+63.2%
-90.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -2.1% | +1.2% | -3.3% | -2.5% |
| 30D | -13.9% | -4.7% | -9.2% | -12.7% |
| 3M | -33.8% | +3.5% | -37.4% | -34.6% |
| 6M | +2.2% | +7.8% | -5.6% | -0.2% |
| YTD | +20.6% | +5.9% | +14.7% | +17.9% |
| 1Y | +36.3% | +12.5% | +23.8% | +30.4% |
| 3Y | -0.1% | +117.2% | -117.3% | -23.0% |
| 5Y | -7.5% | +86.5% | -94.1% | -30.4% |
| 10Y | +90.2% | +125.7% | -35.6% | +16.2% |
| All | -27.5% | +63.2% | -90.7% | -62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling