+1,407.4%
AKAM vs FIS
+374.5%
+1,032.9%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.8% |
| 7D | -2.1% | +1.1% | -3.2% | -2.6% |
| 30D | -13.9% | -2.2% | -11.7% | -13.3% |
| 3M | -33.8% | +2.1% | -36.0% | -35.4% |
| 6M | +2.2% | -14.7% | +16.8% | +7.1% |
| YTD | +20.6% | -35.7% | +56.3% | +44.8% |
| 1Y | +36.3% | -37.1% | +73.4% | +65.0% |
| 3Y | -0.1% | -20.0% | +19.9% | +3.6% |
| 5Y | -7.5% | -62.1% | +54.6% | +30.9% |
| 10Y | +90.2% | -37.4% | +127.6% | +82.0% |
| All | +1,407.4% | +374.5% | +1,032.9% | +259.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling