+101.1%
AKAM vs FIS
-39.8%
+140.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +1.5% | -7.9% | +9.4% | +3.6% |
| 30D | -13.0% | -8.0% | -5.1% | -11.3% |
| 3M | -19.4% | +0.6% | -20.0% | -20.4% |
| 6M | +0.3% | -22.2% | +22.5% | +5.9% |
| YTD | +22.4% | -40.8% | +63.2% | +40.5% |
| 1Y | +34.8% | -41.5% | +76.4% | +55.2% |
| 3Y | +1.9% | -25.5% | +27.4% | +7.1% |
| 5Y | -4.6% | -64.8% | +60.2% | +24.2% |
| All | +101.1% | -39.8% | +140.9% | +121.7% |
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