+36.3%
AKAM vs FICO
-39.1%
+75.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -16.7% | +15.5% | +0.7% |
| 7D | -2.1% | -19.2% | +17.1% | +0.1% |
| 30D | -13.9% | -14.6% | +0.6% | -12.6% |
| 3M | -33.8% | -20.1% | -13.7% | -33.5% |
| 6M | +2.2% | -36.3% | +38.5% | +4.9% |
| YTD | +20.6% | -44.9% | +65.5% | +29.1% |
| 1Y | +36.3% | -38.6% | +74.9% | +40.9% |
| All | +36.3% | -39.1% | +75.4% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 1y: compounded portfolio wealth divided by compounded FICO 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…
1y analysis · Full analysis span regression · 6 months rolling