-42.8%
AKAM vs FICO
+6,108.5%
-6,151.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.4% | +7.1% | +6.9% |
| 7D | -10.4% | -0.9% | -9.4% | -10.2% |
| 30D | -20.6% | +3.3% | -23.9% | -22.8% |
| 3M | -29.9% | -31.7% | +1.8% | -23.6% |
| 6M | -31.9% | -34.0% | +2.1% | -27.2% |
| YTD | -4.8% | -58.3% | +53.6% | +19.0% |
| 1Y | +13.8% | -57.9% | +71.8% | +41.6% |
| 3Y | -23.4% | -24.1% | +0.7% | -29.3% |
| 5Y | -22.6% | +85.3% | -107.9% | -52.8% |
| 10Y | +26.3% | +520.3% | -494.0% | -59.6% |
| All | -42.8% | +6,108.5% | -6,151.3% | -95.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling