+101.1%
AKAM vs FLR
+19.7%
+81.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.4% |
| 7D | +1.5% | -3.5% | +5.0% | +1.7% |
| 30D | -13.0% | +4.2% | -17.2% | -13.3% |
| 3M | -19.4% | +8.1% | -27.5% | -20.1% |
| 6M | +0.3% | +21.5% | -21.2% | -1.8% |
| YTD | +22.4% | +36.8% | -14.4% | +18.5% |
| 1Y | +34.8% | +31.2% | +3.6% | +30.8% |
| 3Y | +1.9% | +53.9% | -51.9% | -2.5% |
| 5Y | -4.6% | +243.0% | -247.6% | -12.3% |
| All | +101.1% | +19.7% | +81.4% | +136.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling