-27.5%
AKAM vs FICO
+8,115.1%
-8,142.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -16.7% | +15.5% | +4.8% |
| 7D | -2.1% | -19.2% | +17.1% | +5.0% |
| 30D | -13.9% | -14.6% | +0.6% | -9.8% |
| 3M | -33.8% | -20.1% | -13.7% | -30.5% |
| 6M | +2.2% | -36.3% | +38.5% | +14.6% |
| YTD | +20.6% | -44.9% | +65.5% | +41.9% |
| 1Y | +36.3% | -38.6% | +74.9% | +52.2% |
| 3Y | -0.1% | +4.0% | -4.1% | -14.6% |
| 5Y | -7.5% | +99.5% | -107.1% | -42.2% |
| 10Y | +90.2% | +604.7% | -514.5% | -38.8% |
| All | -27.5% | +8,115.1% | -8,142.6% | -94.8% |
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