-41.2%
AKAM vs FITB
+154.0%
-195.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.5% | -1.6% |
| 7D | +2.8% | +2.8% | 0.0% | +2.1% |
| 30D | -6.9% | +9.8% | -16.7% | -8.9% |
| 3M | -31.8% | -5.2% | -26.7% | -31.0% |
| 6M | -47.0% | +17.3% | -64.3% | -49.1% |
| YTD | -2.1% | +19.3% | -21.4% | -6.9% |
| 1Y | -3.7% | +32.7% | -36.4% | -10.8% |
| 3Y | -23.0% | +141.6% | -164.6% | -38.5% |
| 5Y | -23.4% | +48.9% | -72.3% | -33.1% |
| 10Y | +30.5% | +216.5% | -186.0% | -13.3% |
| All | -41.2% | +154.0% | -195.2% | -55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling