-3.9%
AKAM vs FLUT
-64.7%
+60.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | -0.3% |
| 7D | +11.2% | -1.2% | +12.4% | +11.1% |
| 30D | -13.4% | +5.0% | -18.4% | -13.3% |
| 3M | -29.5% | -16.4% | -13.1% | -29.8% |
| 6M | -42.1% | -14.6% | -27.5% | -42.5% |
| YTD | -0.8% | -61.9% | +61.1% | -0.4% |
| 1Y | -3.9% | -65.0% | +61.1% | -2.4% |
| All | -3.9% | -64.7% | +60.8% | -2.4% |
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