+19.4%
AKAM vs FIGR
-41.8%
+61.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.2% | -4.9% | -1.1% |
| 7D | -12.4% | -1.3% | -11.1% | -12.3% |
| 30D | -20.4% | -17.6% | -2.8% | -18.8% |
| 3M | -30.3% | -16.7% | -13.6% | -29.3% |
| 6M | -18.8% | -36.1% | +17.4% | -16.2% |
| YTD | -1.5% | -43.6% | +42.1% | +2.6% |
| 1Y | +19.4% | -39.8% | +59.2% | +25.1% |
| All | +19.4% | -41.8% | +61.2% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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