+289.7%
AKAM vs FLR
+603.8%
-314.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.6% |
| 7D | -2.1% | +5.4% | -7.5% | -3.4% |
| 30D | -13.9% | +11.4% | -25.3% | -17.2% |
| 3M | -33.8% | +11.4% | -45.2% | -36.5% |
| 6M | +2.2% | +16.6% | -14.5% | -4.6% |
| YTD | +20.6% | +41.7% | -21.1% | +6.2% |
| 1Y | +36.3% | +35.4% | +0.9% | +20.8% |
| 3Y | -0.1% | +57.3% | -57.4% | -18.6% |
| 5Y | -7.5% | +241.0% | -248.5% | -42.6% |
| 10Y | +90.2% | +16.6% | +73.5% | +30.2% |
| All | +289.7% | +603.8% | -314.1% | -5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling