-3.7%
AKAM vs FLUT
-63.2%
+59.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.4% |
| 7D | +2.8% | -0.7% | +3.5% | +2.7% |
| 30D | -6.9% | +9.3% | -16.1% | -6.6% |
| 3M | -31.8% | -17.5% | -14.4% | -32.4% |
| 6M | -47.0% | -14.6% | -32.4% | -47.5% |
| YTD | -2.1% | -62.3% | +60.2% | -6.7% |
| 1Y | -3.7% | -59.6% | +55.9% | -10.6% |
| All | -3.7% | -63.2% | +59.5% | -10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling