+0.9%
AKAM vs FLUT
-42.5%
+43.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | -0.8% | +3.8% | -4.6% | -1.3% |
| 30D | -4.5% | +6.3% | -10.8% | -5.5% |
| 3M | -25.6% | -4.0% | -21.5% | -25.6% |
| 6M | +5.7% | -10.3% | +16.0% | +6.6% |
| YTD | +21.0% | -53.2% | +74.2% | +38.5% |
| 1Y | +33.9% | -65.0% | +98.9% | +62.9% |
| 3Y | +0.9% | -43.9% | +44.8% | +12.6% |
| All | +0.9% | -42.5% | +43.4% | +12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling