+30.5%
AKAM vs FIS
-53.2%
+83.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.2% | -5.5% | -2.3% |
| 7D | +2.8% | +2.8% | 0.0% | +2.0% |
| 30D | -6.9% | -16.7% | +9.8% | -4.2% |
| 3M | -31.8% | -32.3% | +0.4% | -26.1% |
| 6M | -47.0% | -29.1% | -17.9% | -43.7% |
| YTD | -2.1% | -54.1% | +52.0% | +17.8% |
| 1Y | -3.7% | -53.7% | +50.0% | +15.5% |
| 3Y | -23.0% | -38.8% | +15.8% | -16.7% |
| 5Y | -23.4% | -71.1% | +47.7% | +2.6% |
| All | +30.5% | -53.2% | +83.7% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 10y: compounded portfolio wealth divided by compounded FIS 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…
10y analysis · Full analysis span regression · 6 months rolling