+19.4%
AKAM vs FLR
+2.5%
+16.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.7% |
| 7D | -12.4% | +1.4% | -13.8% | -12.4% |
| 30D | -20.4% | -5.9% | -14.5% | -20.7% |
| 3M | -30.3% | -7.6% | -22.7% | -30.3% |
| 6M | -18.8% | -9.3% | -9.5% | -18.5% |
| YTD | -1.5% | +20.1% | -21.6% | -7.4% |
| 1Y | +19.4% | +3.0% | +16.4% | +17.7% |
| All | +19.4% | +2.5% | +16.9% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling