-2.3%
AKAM vs FITB
+70.3%
-72.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.6% | +5.5% | +5.0% |
| 7D | +5.4% | -0.4% | +5.8% | +5.5% |
| 30D | -5.9% | -5.1% | -0.7% | -4.6% |
| 3M | -19.6% | +3.5% | -23.2% | -20.6% |
| 6M | +8.5% | +17.2% | -8.8% | +3.4% |
| YTD | +26.9% | +17.6% | +9.3% | +19.9% |
| 1Y | +41.7% | +23.4% | +18.3% | +31.7% |
| 3Y | +5.8% | +129.7% | -123.9% | -16.4% |
| 5Y | -2.3% | +68.4% | -70.7% | -20.5% |
| All | -2.3% | +70.3% | -72.6% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 5y: compounded portfolio wealth divided by compounded FITB 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…
5y analysis · Full analysis span regression · 6 months rolling