+101.8%
AKAM vs FLUT
-11.0%
+112.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.2% |
| 7D | +0.6% | -3.6% | +4.2% | +0.9% |
| 30D | -8.2% | -0.3% | -7.8% | -8.3% |
| 3M | -17.6% | -12.6% | -4.9% | -16.9% |
| 6M | +2.5% | -8.0% | +10.5% | +2.7% |
| YTD | +22.8% | -54.1% | +76.9% | +30.9% |
| 1Y | +39.6% | -66.1% | +105.7% | +53.0% |
| 3Y | +2.3% | -45.0% | +47.4% | +7.7% |
| 5Y | -4.3% | -51.2% | +46.9% | -0.3% |
| All | +101.8% | -11.0% | +112.8% | +112.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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